+44.1%
CSGP vs ROK
+343.9%
-299.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.9% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +2.3% | -3.3% | +5.6% | +3.4% |
| 3M | -8.2% | -5.9% | -2.3% | -7.3% |
| 6M | -35.1% | +13.9% | -48.9% | -39.8% |
| YTD | -54.0% | +12.6% | -66.6% | -57.3% |
| 1Y | -65.3% | +28.6% | -93.9% | -69.6% |
| 3Y | -62.6% | +45.1% | -107.7% | -69.9% |
| 5Y | -64.8% | +45.6% | -110.4% | -72.6% |
| All | +44.1% | +343.9% | -299.8% | -28.5% |
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