+11.5%
CME vs ROK
-10.9%
+22.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.2% |
| 7D | +2.7% | +6.1% | -3.4% | +4.0% |
| 30D | +13.5% | -6.5% | +20.0% | +12.4% |
| 3M | +20.9% | -10.2% | +31.1% | +18.3% |
| 6M | +11.5% | -10.6% | +22.1% | +10.1% |
| All | +11.5% | -10.9% | +22.4% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling