+39.9%
CL vs ROK
+19.3%
+20.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | +1.3% | -13.8% | +15.2% | +1.7% |
| 30D | +11.4% | -14.9% | +26.3% | +11.8% |
| 3M | +4.4% | -14.7% | +19.1% | +4.8% |
| 6M | +10.8% | -17.7% | +28.5% | +11.2% |
| YTD | +25.1% | -2.5% | +27.6% | +24.0% |
| 1Y | +28.0% | +2.3% | +25.7% | +26.4% |
| 3Y | +37.6% | +52.7% | -15.1% | +29.7% |
| All | +39.9% | +19.3% | +20.6% | +33.1% |
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