+459.7%
CMS vs ROK
+15,847.2%
-15,387.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | -3.6% | -3.3% | -0.3% | -3.0% |
| 3M | -1.9% | -5.9% | +3.9% | -1.1% |
| 6M | -11.0% | +13.9% | -24.8% | -14.1% |
| YTD | +0.2% | +12.6% | -12.4% | -3.4% |
| 1Y | -1.3% | +28.6% | -29.9% | -7.7% |
| 3Y | +35.9% | +45.1% | -9.2% | +20.7% |
| 5Y | +23.1% | +45.6% | -22.5% | +7.1% |
| 10Y | +117.9% | +345.0% | -227.1% | +40.2% |
| All | +459.7% | +15,847.2% | -15,387.6% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling