+807.8%
CCL vs ROK
+15,847.2%
-15,039.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.5% |
| 7D | -5.0% | +0.7% | -5.7% | -5.4% |
| 30D | -20.3% | -3.3% | -17.0% | -18.9% |
| 3M | -15.1% | -5.9% | -9.3% | -12.7% |
| 6M | -15.1% | +13.9% | -29.0% | -20.8% |
| YTD | -21.8% | +12.6% | -34.4% | -26.7% |
| 1Y | -24.8% | +28.6% | -53.4% | -34.3% |
| 3Y | +51.9% | +45.1% | +6.8% | +21.9% |
| 5Y | +4.0% | +45.6% | -41.5% | -16.6% |
| 10Y | -42.2% | +345.0% | -387.3% | -71.3% |
| All | +807.8% | +15,847.2% | -15,039.5% | -4.7% |
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