+57.3%
CL vs ROK
+343.9%
-286.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -2.3% | +0.2% | -2.5% | -2.3% |
| 30D | -5.5% | -1.8% | -3.7% | -5.3% |
| 3M | +0.8% | -7.2% | +8.0% | +1.4% |
| 6M | -4.2% | +14.2% | -18.4% | -6.5% |
| YTD | +13.4% | +10.6% | +2.9% | +10.9% |
| 1Y | +7.1% | +25.9% | -18.8% | +2.6% |
| 3Y | +29.0% | +50.8% | -21.8% | +18.1% |
| 5Y | +28.3% | +47.0% | -18.7% | +15.8% |
| 10Y | +57.3% | +354.9% | -297.6% | +10.4% |
| All | +57.3% | +343.9% | -286.6% | +10.4% |
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