+5,648.9%
CRM vs ROK
+1,790.0%
+3,858.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.1% |
| 7D | -8.1% | -1.6% | -6.5% | -7.4% |
| 30D | +23.1% | -5.4% | +28.5% | +26.3% |
| 3M | +42.5% | -4.0% | +46.5% | +43.4% |
| 6M | +25.3% | +13.3% | +12.0% | +14.2% |
| YTD | -7.8% | +9.3% | -17.2% | -14.9% |
| 1Y | +1.0% | +25.8% | -24.8% | -13.6% |
| 3Y | +10.0% | +49.1% | -39.1% | -17.7% |
| 5Y | -3.9% | +45.9% | -49.7% | -28.8% |
| 10Y | +233.2% | +349.9% | -116.7% | +23.4% |
| All | +5,648.9% | +1,790.0% | +3,858.9% | +852.1% |
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