-62.8%
CSGP vs ROK
+45.2%
-108.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.7% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | +2.3% | -3.3% | +5.6% | +2.9% |
| 3M | -8.2% | -5.9% | -2.3% | -7.7% |
| 6M | -35.1% | +13.9% | -48.9% | -38.6% |
| YTD | -54.0% | +12.6% | -66.6% | -56.4% |
| 1Y | -65.3% | +28.6% | -93.9% | -68.6% |
| All | -62.8% | +45.2% | -108.0% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling