+0.4%
CMS vs ROK
+26.1%
-25.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.4% |
| 7D | +1.2% | +2.8% | -1.6% | +1.3% |
| 30D | -3.2% | -2.4% | -0.8% | -3.2% |
| 3M | -2.2% | -4.7% | +2.5% | -2.5% |
| 6M | -9.4% | +16.8% | -26.2% | -9.8% |
| YTD | +0.7% | +11.4% | -10.7% | -0.4% |
| 1Y | +0.4% | +26.2% | -25.8% | -1.0% |
| All | +0.4% | +26.1% | -25.8% | -1.0% |
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 2025-09-08 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling