+28.6%
ROK vs CAG
-13.1%
+41.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.2% |
| 7D | +0.7% | -3.8% | +4.5% | +0.4% |
| 30D | -3.3% | +3.1% | -6.4% | -3.1% |
| 3M | -5.9% | +23.5% | -29.3% | -4.8% |
| 6M | +13.9% | -14.8% | +28.7% | +15.5% |
| YTD | +12.6% | -5.4% | +18.0% | +15.2% |
| 1Y | +28.6% | -11.8% | +40.4% | +31.5% |
| All | +28.6% | -13.1% | +41.7% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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