-29.6%
CLS vs ROK
+25.3%
-54.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.6% | -8.5% | -8.6% |
| 7D | -21.1% | 0.0% | -21.2% | -21.1% |
| 30D | -38.2% | -2.5% | -35.7% | -36.8% |
| 3M | -36.3% | 0.0% | -36.3% | -35.8% |
| 6M | -43.8% | +11.6% | -55.4% | -47.8% |
| YTD | -20.0% | +15.2% | -35.2% | -35.9% |
| 1Y | -29.6% | +25.0% | -54.6% | -51.1% |
| All | -29.6% | +25.3% | -54.9% | -51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling