+3,682.3%
CLS vs ROK
+45.0%
+3,637.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.5% |
| 7D | +20.1% | +0.2% | +19.9% | +20.0% |
| 30D | +6.0% | -1.8% | +7.8% | +7.2% |
| 3M | -10.3% | -7.2% | -3.1% | -6.5% |
| 6M | +24.5% | +14.2% | +10.3% | +14.8% |
| YTD | +12.9% | +10.6% | +2.3% | +4.7% |
| 1Y | +36.7% | +25.9% | +10.8% | +18.3% |
| 3Y | +1,328.1% | +50.8% | +1,277.3% | +970.4% |
| 5Y | +3,682.3% | +47.0% | +3,635.3% | +2,708.6% |
| All | +3,682.3% | +45.0% | +3,637.3% | +2,708.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling