+28.6%
ROK vs CAI
-31.3%
+59.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.4% |
| 7D | +0.7% | -2.2% | +2.9% | +0.8% |
| 30D | -3.3% | +52.4% | -55.7% | -6.5% |
| 3M | -5.9% | +45.1% | -50.9% | -8.8% |
| 6M | +13.9% | +26.2% | -12.4% | +10.8% |
| YTD | +12.6% | -7.1% | +19.7% | +10.4% |
| 1Y | +28.6% | -31.0% | +59.6% | +31.1% |
| All | +28.6% | -31.3% | +59.9% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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