+30.1%
ROK vs CAG
-41.0%
+71.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -0.4% |
| 7D | +7.1% | -3.3% | +10.4% | +7.1% |
| 30D | -5.0% | +7.7% | -12.6% | -5.3% |
| 3M | -9.4% | -3.2% | -6.2% | -9.2% |
| 6M | -11.0% | +7.0% | -18.0% | -11.4% |
| YTD | +4.4% | -9.0% | +13.4% | +5.4% |
| 1Y | +7.4% | -9.6% | +17.0% | +8.4% |
| 3Y | +61.0% | -36.0% | +97.0% | +67.4% |
| All | +30.1% | -41.0% | +71.1% | +38.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling