+80.4%
CLF vs ROK
+265.6%
-185.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +16.0% | +6.1% | +9.9% | +10.8% |
| 30D | +1.6% | -6.5% | +8.1% | +7.2% |
| 3M | +6.7% | -10.2% | +16.9% | +16.0% |
| 6M | +21.1% | -10.6% | +31.8% | +30.3% |
| YTD | -1.6% | +4.9% | -6.5% | -7.2% |
| 1Y | +18.5% | +3.8% | +14.7% | +12.8% |
| 3Y | -21.0% | +63.5% | -84.5% | -49.6% |
| 5Y | -41.4% | +30.9% | -72.3% | -56.5% |
| All | +80.4% | +265.6% | -185.1% | -41.0% |
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 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