+116.3%
CLF vs ROK
+342.8%
-226.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.8% |
| 7D | +6.5% | +2.8% | +3.7% | +4.3% |
| 30D | +0.2% | -2.4% | +2.6% | +2.1% |
| 3M | -3.1% | -4.7% | +1.6% | -0.9% |
| 6M | +25.0% | +16.8% | +8.3% | +8.2% |
| YTD | -7.5% | +11.4% | -18.8% | -16.7% |
| 1Y | +11.5% | +26.2% | -14.6% | -9.1% |
| 3Y | -13.7% | +51.9% | -65.5% | -41.7% |
| 5Y | -47.0% | +46.4% | -93.4% | -64.5% |
| 10Y | +116.3% | +343.5% | -227.2% | -47.6% |
| All | +116.3% | +342.8% | -226.5% | -47.6% |
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