+3,231.7%
CLS vs ROK
+5,212.7%
-1,981.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.1% |
| 7D | +4.6% | +0.7% | +3.9% | +4.1% |
| 30D | -13.9% | -3.3% | -10.6% | -12.2% |
| 3M | -26.6% | -5.9% | -20.7% | -24.2% |
| 6M | +15.4% | +13.9% | +1.5% | +7.6% |
| YTD | +5.7% | +12.6% | -6.9% | -1.9% |
| 1Y | +41.1% | +28.6% | +12.5% | +22.5% |
| 3Y | +1,228.6% | +45.1% | +1,183.5% | +957.7% |
| 5Y | +3,240.6% | +45.6% | +3,195.1% | +2,493.9% |
| 10Y | +2,760.3% | +345.0% | +2,415.3% | +1,070.2% |
| All | +3,231.7% | +5,212.7% | -1,981.0% | +173.5% |
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