+238.9%
CRM vs ROK
+357.9%
-119.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.3% | +1.3% |
| 7D | -4.4% | -1.2% | -3.2% | -3.9% |
| 30D | +28.1% | -4.8% | +32.9% | +30.5% |
| 3M | +48.8% | -6.1% | +54.9% | +51.0% |
| 6M | +28.3% | +15.5% | +12.8% | +17.7% |
| YTD | -6.0% | +11.2% | -17.2% | -12.7% |
| 1Y | +1.4% | +23.8% | -22.4% | -10.4% |
| 3Y | +11.8% | +53.1% | -41.3% | -13.6% |
| 5Y | -2.0% | +48.3% | -50.3% | -25.3% |
| All | +238.9% | +357.9% | -119.0% | +70.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling