+76.3%
CL vs ROK
+277.6%
-201.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.6% | -2.2% | +1.0% |
| 7D | +0.5% | -11.5% | +12.1% | +1.8% |
| 30D | +11.6% | -10.0% | +21.6% | +12.7% |
| 3M | +5.6% | -11.4% | +17.1% | +6.8% |
| 6M | +13.2% | -13.7% | +26.8% | +14.3% |
| YTD | +26.9% | +1.0% | +25.9% | +25.1% |
| 1Y | +27.3% | +5.6% | +21.7% | +24.6% |
| 3Y | +39.7% | +59.1% | -19.4% | +25.6% |
| 5Y | +41.3% | +26.1% | +15.2% | +30.5% |
| 10Y | +76.3% | +266.4% | -190.2% | +39.7% |
| All | +76.3% | +277.6% | -201.3% | +39.7% |
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 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