+77.2%
CME vs ROK
+46.6%
+30.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -1.1% |
| 7D | -2.9% | +2.8% | -5.6% | -3.0% |
| 30D | +5.5% | -2.4% | +7.9% | +5.6% |
| 3M | +11.0% | -4.7% | +15.7% | +11.0% |
| 6M | -9.7% | +16.8% | -26.4% | -10.9% |
| YTD | +4.9% | +11.4% | -6.5% | +3.8% |
| 1Y | +10.1% | +26.2% | -16.1% | +7.9% |
| 3Y | +53.5% | +51.9% | +1.7% | +46.8% |
| 5Y | +77.2% | +46.4% | +30.8% | +72.3% |
| All | +77.2% | +46.6% | +30.5% | +72.3% |
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