-50.3%
CCI vs ROK
+45.0%
-95.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | +2.1% | -1.8% | +3.9% | +2.4% |
| 3M | -17.8% | -7.2% | -10.7% | -17.3% |
| 6M | -14.2% | +14.2% | -28.3% | -17.2% |
| YTD | -13.3% | +10.6% | -23.9% | -15.9% |
| 1Y | -16.6% | +25.9% | -42.5% | -21.2% |
| 3Y | -10.8% | +50.8% | -61.6% | -20.6% |
| 5Y | -50.3% | +47.0% | -97.4% | -57.0% |
| All | -50.3% | +45.0% | -95.4% | -57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling