+80.1%
CLF vs ROK
+277.6%
-197.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.6% | +3.4% | +4.1% |
| 7D | -14.1% | -11.5% | -2.5% | -5.3% |
| 30D | -5.5% | -10.0% | +4.4% | +2.6% |
| 3M | 0.0% | -11.4% | +11.4% | +9.8% |
| 6M | +11.3% | -13.7% | +24.9% | +23.0% |
| YTD | -7.7% | +1.0% | -8.7% | -10.3% |
| 1Y | +17.5% | +5.6% | +11.9% | +10.0% |
| 3Y | -25.4% | +59.1% | -84.5% | -51.4% |
| 5Y | -46.0% | +26.1% | -72.1% | -58.7% |
| 10Y | +80.1% | +266.4% | -186.4% | -40.3% |
| All | +80.1% | +277.6% | -197.6% | -40.3% |
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 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