+25.8%
ROK vs CAG
-17.7%
+43.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -1.3% |
| 7D | -1.6% | -5.9% | +4.3% | -2.0% |
| 30D | -5.4% | -1.5% | -3.9% | -5.5% |
| 3M | -4.0% | +11.5% | -15.4% | -3.2% |
| 6M | +13.3% | -15.7% | +29.0% | +14.7% |
| YTD | +9.3% | -10.2% | +19.6% | +11.5% |
| 1Y | +25.8% | -18.1% | +43.9% | +28.4% |
| All | +25.8% | -17.7% | +43.5% | +28.4% |
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