+5,315.6%
CL vs ROK
+13,716.9%
-8,401.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.9% |
| 7D | +1.3% | -13.8% | +15.2% | +3.9% |
| 30D | +11.4% | -14.9% | +26.3% | +14.3% |
| 3M | +4.4% | -14.7% | +19.1% | +7.0% |
| 6M | +10.8% | -17.7% | +28.5% | +13.7% |
| YTD | +25.1% | -2.5% | +27.6% | +23.8% |
| 1Y | +28.0% | +2.3% | +25.7% | +25.3% |
| 3Y | +37.6% | +52.7% | -15.1% | +21.5% |
| 5Y | +39.7% | +20.5% | +19.2% | +26.9% |
| 10Y | +75.8% | +284.0% | -208.2% | +20.7% |
| All | +5,315.6% | +13,716.9% | -8,401.3% | +1,367.3% |
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 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