+696.9%
CLF vs ROK
+15,847.2%
-15,150.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.0% |
| 7D | +7.6% | +0.7% | +6.9% | +7.2% |
| 30D | -1.2% | -3.3% | +2.1% | +0.9% |
| 3M | -13.4% | -5.9% | -7.5% | -10.9% |
| 6M | +15.4% | +13.9% | +1.6% | +5.2% |
| YTD | -5.9% | +12.6% | -18.5% | -13.5% |
| 1Y | +18.8% | +28.6% | -9.8% | +0.5% |
| 3Y | -19.4% | +45.1% | -64.5% | -37.9% |
| 5Y | -47.7% | +45.6% | -93.3% | -60.7% |
| 10Y | +130.4% | +345.0% | -214.7% | -8.2% |
| All | +696.9% | +15,847.2% | -15,150.4% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling