+165.0%
CMI vs ROK
+47.1%
+117.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.3% |
| 3M | -14.8% | -6.1% | -8.7% | -12.2% |
| 6M | +0.8% | +15.5% | -14.7% | -5.2% |
| YTD | +10.2% | +11.2% | -1.0% | +5.4% |
| 1Y | +37.4% | +23.8% | +13.6% | +25.9% |
| 3Y | +153.3% | +53.1% | +100.2% | +105.9% |
| All | +165.0% | +47.1% | +117.9% | +108.2% |
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