+132.3%
CMS vs ROK
+277.6%
-145.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | 0.0% |
| 7D | -0.9% | -11.5% | +10.6% | +0.6% |
| 30D | +7.1% | -10.0% | +17.1% | +8.4% |
| 3M | -1.3% | -11.4% | +10.2% | +0.1% |
| 6M | -2.7% | -13.7% | +11.0% | -1.2% |
| YTD | +2.6% | +1.0% | +1.6% | +1.1% |
| 1Y | -2.0% | +5.6% | -7.6% | -4.2% |
| 3Y | +39.6% | +59.1% | -19.5% | +24.7% |
| 5Y | +35.3% | +26.1% | +9.2% | +24.1% |
| 10Y | +132.3% | +266.4% | -134.1% | +95.0% |
| All | +132.3% | +277.6% | -145.3% | +95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling