+17.7%
CME vs ROK
+5.2%
+12.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.3% | -0.1% | +2.5% |
| 7D | +2.5% | -8.5% | +11.0% | +1.3% |
| 30D | +13.9% | -6.4% | +20.3% | +13.1% |
| 3M | +22.4% | -8.8% | +31.2% | +21.1% |
| 6M | +12.9% | -10.5% | +23.4% | +11.8% |
| YTD | +19.6% | +5.4% | +14.2% | +21.2% |
| 1Y | +17.7% | +5.0% | +12.7% | +19.4% |
| All | +17.7% | +5.2% | +12.5% | +19.4% |
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