+1,034.4%
CCL vs ROK
+14,694.8%
-13,660.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.1% |
| 7D | -1.2% | +7.1% | -8.3% | -4.7% |
| 30D | +13.1% | -5.0% | +18.1% | +15.5% |
| 3M | +3.4% | -9.4% | +12.8% | +8.2% |
| 6M | +18.7% | -11.0% | +29.7% | +25.0% |
| YTD | -2.3% | +4.4% | -6.7% | -5.3% |
| 1Y | +14.2% | +7.4% | +6.8% | +9.0% |
| 3Y | +133.6% | +61.0% | +72.6% | +76.8% |
| 5Y | +33.5% | +30.4% | +3.1% | +13.0% |
| 10Y | -32.8% | +264.8% | -297.6% | -63.4% |
| All | +1,034.4% | +14,694.8% | -13,660.4% | +23.1% |
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