+216.8%
CB vs ROK
+342.8%
-125.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -1.2% |
| 7D | -0.6% | +2.8% | -3.4% | -1.3% |
| 30D | -3.9% | -2.4% | -1.5% | -3.4% |
| 3M | +4.9% | -4.7% | +9.6% | +5.5% |
| 6M | +3.3% | +16.8% | -13.5% | -2.4% |
| YTD | +8.5% | +11.4% | -2.9% | +3.5% |
| 1Y | +22.1% | +26.2% | -4.1% | +11.8% |
| 3Y | +70.1% | +51.9% | +18.3% | +41.6% |
| 5Y | +97.4% | +46.4% | +51.0% | +61.8% |
| 10Y | +216.8% | +343.5% | -126.7% | +70.4% |
| All | +216.8% | +342.8% | -125.9% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ROK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling