+2,089.9%
CLS vs ROK
+32.5%
+2,057.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | +23.5% | +6.1% | +17.5% | +19.1% |
| 30D | -28.9% | -6.5% | -22.4% | -25.2% |
| 3M | -25.2% | -10.2% | -15.0% | -19.2% |
| 6M | -32.1% | -10.6% | -21.5% | -26.4% |
| YTD | -14.1% | +4.9% | -19.0% | -16.7% |
| 1Y | -24.1% | +3.8% | -27.9% | -25.4% |
| 3Y | +897.0% | +63.5% | +833.5% | +621.3% |
| 5Y | +2,089.9% | +30.9% | +2,059.0% | +1,630.8% |
| All | +2,089.9% | +32.5% | +2,057.4% | +1,630.8% |
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