+27.2%
CB vs ROK
+4.1%
+23.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.3% |
| 7D | 0.0% | +6.1% | -6.0% | +0.6% |
| 30D | +7.4% | -6.5% | +13.9% | +6.9% |
| 3M | +8.6% | -10.2% | +18.8% | +7.6% |
| 6M | +16.1% | -10.6% | +26.8% | +15.1% |
| YTD | +20.2% | +4.9% | +15.3% | +20.5% |
| 1Y | +27.2% | +3.8% | +23.4% | +27.3% |
| All | +27.2% | +4.1% | +23.1% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling