+38.0%
CMS vs ROK
+49.7%
-11.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.3% |
| 7D | -0.5% | -13.8% | +13.3% | -0.1% |
| 30D | +7.2% | -14.9% | +22.1% | +7.6% |
| 3M | -1.3% | -14.7% | +13.4% | -0.9% |
| 6M | -4.3% | -17.7% | +13.4% | -4.0% |
| YTD | +2.1% | -2.5% | +4.5% | +1.3% |
| 1Y | -0.6% | +2.3% | -2.8% | -1.6% |
| 3Y | +38.0% | +52.7% | -14.7% | +19.9% |
| All | +38.0% | +49.7% | -11.7% | +19.9% |
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 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