+141.0%
CI vs ROK
+343.9%
-203.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.6% | +1.1% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +0.5% | -1.8% | +2.3% | +0.9% |
| 3M | -5.2% | -7.2% | +2.0% | -3.7% |
| 6M | +4.3% | +14.2% | -9.8% | -1.1% |
| YTD | +2.8% | +10.6% | -7.8% | -2.0% |
| 1Y | -5.8% | +25.9% | -31.7% | -14.1% |
| 3Y | +4.7% | +50.8% | -46.0% | -14.0% |
| 5Y | +42.7% | +47.0% | -4.4% | +14.0% |
| 10Y | +141.0% | +354.9% | -213.9% | +18.0% |
| All | +141.0% | +343.9% | -203.0% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling