+470.1%
CMS vs ROK
+13,716.9%
-13,246.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | 0.0% | -1.0% |
| 7D | -0.5% | -13.8% | +13.3% | +2.3% |
| 30D | +7.2% | -14.9% | +22.1% | +10.5% |
| 3M | -1.3% | -14.7% | +13.4% | +1.6% |
| 6M | -4.3% | -17.7% | +13.4% | -1.3% |
| YTD | +2.1% | -2.5% | +4.5% | +1.0% |
| 1Y | -0.6% | +2.3% | -2.8% | -2.7% |
| 3Y | +38.0% | +52.7% | -14.7% | +20.6% |
| 5Y | +33.6% | +20.5% | +13.1% | +20.7% |
| 10Y | +128.6% | +284.0% | -155.4% | +51.3% |
| All | +470.1% | +13,716.9% | -13,246.8% | +82.0% |
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 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