+6,646.7%
CB vs ROK
+11,185.9%
-4,539.3%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | -3.1% | -3.3% | +0.2% | -2.2% |
| 3M | +9.0% | -5.9% | +14.8% | +10.1% |
| 6M | +2.9% | +13.9% | -11.0% | -2.7% |
| YTD | +10.1% | +12.6% | -2.5% | +4.0% |
| 1Y | +22.8% | +28.6% | -5.8% | +10.7% |
| 3Y | +73.8% | +45.1% | +28.7% | +44.4% |
| 5Y | +99.2% | +45.6% | +53.6% | +60.6% |
| 10Y | +218.2% | +345.0% | -126.8% | +68.9% |
| All | +6,646.7% | +11,185.9% | -4,539.3% | +1,470.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling