-23.4%
CLF vs ROK
+63.3%
-86.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.9% |
| 7D | +10.4% | +7.1% | +3.3% | +5.2% |
| 30D | +0.6% | -5.0% | +5.5% | +4.5% |
| 3M | +4.1% | -9.4% | +13.5% | +11.8% |
| 6M | +15.1% | -11.0% | +26.1% | +23.3% |
| YTD | -4.7% | +4.4% | -9.2% | -9.7% |
| 1Y | +20.4% | +7.4% | +12.9% | +11.8% |
| 3Y | -23.4% | +61.0% | -84.4% | -51.9% |
| All | -23.4% | +63.3% | -86.7% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling