+35.7%
CMS vs ROK
+19.3%
+16.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.2% |
| 7D | -0.5% | -13.8% | +13.3% | +0.7% |
| 30D | +7.2% | -14.9% | +22.1% | +8.6% |
| 3M | -1.3% | -14.7% | +13.4% | 0.0% |
| 6M | -4.3% | -17.7% | +13.4% | -3.0% |
| YTD | +2.1% | -2.5% | +4.5% | +1.2% |
| 1Y | -0.6% | +2.3% | -2.8% | -2.1% |
| 3Y | +38.0% | +52.7% | -14.7% | +26.1% |
| All | +35.7% | +19.3% | +16.4% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling