+47.7%
CI vs ROK
+19.3%
+28.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.3% | -2.5% |
| 7D | -1.6% | -13.8% | +12.3% | -0.3% |
| 30D | +5.4% | -14.9% | +20.4% | +6.9% |
| 3M | +7.3% | -14.7% | +21.9% | +8.6% |
| 6M | +5.3% | -17.7% | +23.0% | +6.8% |
| YTD | +8.5% | -2.5% | +10.9% | +7.6% |
| 1Y | +17.1% | +2.3% | +14.9% | +15.4% |
| 3Y | +1.4% | +52.7% | -51.3% | -7.1% |
| All | +47.7% | +19.3% | +28.4% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling