+12.1%
CI vs ROK
+4.7%
+7.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | +1.2% | +7.1% | -5.9% | +1.1% |
| 30D | +2.6% | -5.0% | +7.5% | +2.6% |
| 3M | +7.4% | -9.4% | +16.8% | +7.5% |
| 6M | -0.1% | -11.0% | +10.9% | -0.1% |
| YTD | +9.7% | +4.4% | +5.3% | +5.0% |
| 1Y | +12.1% | +7.4% | +4.7% | +6.6% |
| All | +12.1% | +4.7% | +7.4% | +6.6% |
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