+3.5%
CCL vs ROK
+46.6%
-43.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | -0.1% | +2.8% | -2.9% | -2.0% |
| 30D | -20.0% | -2.4% | -17.6% | -18.7% |
| 3M | -13.7% | -4.7% | -9.0% | -11.4% |
| 6M | -9.0% | +16.8% | -25.8% | -19.0% |
| YTD | -22.8% | +11.4% | -34.2% | -29.2% |
| 1Y | -25.3% | +26.2% | -51.5% | -37.2% |
| 3Y | +54.1% | +51.9% | +2.2% | +8.7% |
| 5Y | +3.5% | +46.4% | -42.9% | -33.5% |
| All | +3.5% | +46.6% | -43.2% | -33.5% |
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 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