+3,388.4%
CSGP vs ROK
+4,663.8%
-1,275.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.5% | +3.4% |
| 7D | +13.9% | -15.6% | +29.5% | +20.3% |
| 30D | +16.0% | -15.5% | +31.5% | +22.1% |
| 3M | +6.1% | -15.1% | +21.2% | +11.2% |
| 6M | -8.2% | -12.0% | +3.9% | -6.3% |
| YTD | -52.3% | -1.1% | -51.2% | -53.8% |
| 1Y | -54.5% | +6.5% | -61.0% | -57.2% |
| 3Y | -58.6% | +51.8% | -110.4% | -67.0% |
| 5Y | -61.5% | +22.2% | -83.7% | -67.0% |
| 10Y | +74.7% | +289.3% | -214.7% | -6.8% |
| All | +3,388.4% | +4,663.8% | -1,275.4% | +712.4% |
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