+4,100.0%
CMG vs ROK
+888.2%
+3,211.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | -1.5% | +2.8% | -4.2% | -2.6% |
| 30D | +12.7% | -2.4% | +15.1% | +13.8% |
| 3M | +26.3% | -4.7% | +31.0% | +28.5% |
| 6M | +4.5% | +16.8% | -12.3% | -2.9% |
| YTD | -0.1% | +11.4% | -11.5% | -5.6% |
| 1Y | -6.8% | +26.2% | -33.0% | -16.6% |
| 3Y | -5.0% | +51.9% | -56.8% | -24.5% |
| 5Y | -3.0% | +46.4% | -49.4% | -23.5% |
| 10Y | +323.6% | +343.5% | -20.0% | +93.8% |
| All | +4,100.0% | +888.2% | +3,211.8% | +1,043.3% |
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 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