+115.8%
CMS vs ROK
+342.8%
-227.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | +1.2% | +2.8% | -1.6% | +0.8% |
| 30D | -3.2% | -2.4% | -0.8% | -2.8% |
| 3M | -2.2% | -4.7% | +2.5% | -1.8% |
| 6M | -9.4% | +16.8% | -26.2% | -12.1% |
| YTD | +0.7% | +11.4% | -10.7% | -1.8% |
| 1Y | +0.4% | +26.2% | -25.8% | -4.3% |
| 3Y | +35.2% | +51.9% | -16.7% | +22.7% |
| 5Y | +24.1% | +46.4% | -22.2% | +11.4% |
| 10Y | +115.8% | +343.5% | -227.7% | +58.9% |
| All | +115.8% | +342.8% | -227.0% | +58.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling