+153.3%
CMI vs ROK
+51.1%
+102.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.4% | +0.4% |
| 7D | -0.7% | -1.2% | +0.5% | -0.1% |
| 30D | -12.4% | -4.8% | -7.6% | -10.1% |
| 3M | -14.8% | -6.1% | -8.7% | -12.0% |
| 6M | +0.8% | +15.5% | -14.7% | -5.6% |
| YTD | +10.2% | +11.2% | -1.0% | +5.2% |
| 1Y | +37.4% | +23.8% | +13.6% | +25.5% |
| 3Y | +153.3% | +53.1% | +100.2% | +98.8% |
| All | +153.3% | +51.1% | +102.2% | +98.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling