+62.6%
CSGP vs ROK
+273.4%
-210.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -1.0% |
| 7D | -7.1% | -8.5% | +1.4% | -4.6% |
| 30D | +3.6% | -6.4% | +10.0% | +5.1% |
| 3M | -2.7% | -8.8% | +6.1% | -0.6% |
| 6M | -8.0% | -10.5% | +2.5% | -6.6% |
| YTD | -55.0% | +5.4% | -60.4% | -57.6% |
| 1Y | -55.8% | +5.0% | -60.7% | -58.3% |
| 3Y | -62.0% | +64.3% | -126.3% | -71.5% |
| 5Y | -62.9% | +34.0% | -96.9% | -70.6% |
| 10Y | +62.6% | +268.2% | -205.6% | -3.8% |
| All | +62.6% | +273.4% | -210.8% | -3.8% |
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