-56.4%
CSGP vs ROK
+4.1%
-60.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -6.1% | +6.1% | -12.2% | -5.5% |
| 30D | +0.3% | -6.5% | +6.8% | -0.4% |
| 3M | -1.3% | -10.2% | +8.9% | -2.4% |
| 6M | -8.9% | -10.6% | +1.7% | -10.4% |
| YTD | -55.2% | +4.9% | -60.1% | -57.0% |
| 1Y | -56.4% | +3.8% | -60.2% | -58.2% |
| All | -56.4% | +4.1% | -60.5% | -58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling