+69.3%
CCI vs ROK
+264.0%
-194.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +2.5% | +7.1% | -4.6% | +1.1% |
| 30D | +14.4% | -5.0% | +19.4% | +15.2% |
| 3M | +21.7% | -9.4% | +31.1% | +23.6% |
| 6M | +4.0% | -11.0% | +15.0% | +5.3% |
| YTD | +6.2% | +4.4% | +1.8% | +3.2% |
| 1Y | +5.4% | +7.4% | -2.0% | +1.7% |
| 3Y | +11.7% | +61.0% | -49.2% | -5.4% |
| 5Y | -35.6% | +30.4% | -66.0% | -43.5% |
| All | +69.3% | +264.0% | -194.7% | +21.5% |
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