+18.0%
CI vs ROK
+25.3%
-7.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +3.9% | +3.4% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | +12.6% | -2.5% | +15.1% | +12.6% |
| 3M | +12.1% | 0.0% | +12.1% | +12.2% |
| 6M | +10.6% | +11.6% | -1.0% | +9.5% |
| YTD | +12.8% | +15.2% | -2.3% | +10.4% |
| 1Y | +18.0% | +25.0% | -7.0% | +16.9% |
| All | +18.0% | +25.3% | -7.3% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling