+35.1%
CMS vs ROK
+48.5%
-13.4%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | -3.6% | -3.3% | -0.3% | -3.5% |
| 3M | -1.9% | -5.9% | +3.9% | -1.8% |
| 6M | -11.0% | +13.9% | -24.8% | -11.8% |
| YTD | +0.2% | +12.6% | -12.4% | -0.9% |
| 1Y | -1.3% | +28.6% | -29.9% | -3.3% |
| All | +35.1% | +48.5% | -13.4% | +27.8% |
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