-13.3%
CLF vs ROK
+48.5%
-61.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +1.2% |
| 3M | -13.4% | -5.9% | -7.5% | -10.9% |
| 6M | +15.4% | +13.9% | +1.6% | +2.9% |
| YTD | -5.9% | +12.6% | -18.5% | -15.2% |
| 1Y | +18.8% | +28.6% | -9.8% | -2.8% |
| All | -13.3% | +48.5% | -61.8% | -37.4% |
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