+4,850.5%
CL vs ROK
+15,847.2%
-10,996.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | -4.8% | -3.3% | -1.5% | -4.3% |
| 3M | +4.9% | -5.9% | +10.8% | +5.6% |
| 6M | -5.7% | +13.9% | -19.6% | -8.7% |
| YTD | +14.4% | +12.6% | +1.8% | +10.7% |
| 1Y | +8.7% | +28.6% | -19.8% | +2.4% |
| 3Y | +30.0% | +45.1% | -15.1% | +16.6% |
| 5Y | +28.4% | +45.6% | -17.2% | +12.9% |
| 10Y | +50.1% | +345.0% | -294.9% | +0.6% |
| All | +4,850.5% | +15,847.2% | -10,996.8% | +1,212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling