+18.8%
CLF vs ROK
+29.3%
-10.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +0.9% |
| 7D | +7.6% | +0.7% | +6.9% | +7.1% |
| 30D | -1.2% | -3.3% | +2.1% | +1.0% |
| 3M | -13.4% | -5.9% | -7.5% | -11.8% |
| 6M | +15.4% | +13.9% | +1.6% | +0.3% |
| YTD | -5.9% | +12.6% | -18.5% | -16.8% |
| 1Y | +18.8% | +28.6% | -9.8% | -5.9% |
| All | +18.8% | +29.3% | -10.5% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling