+25.0%
ROK vs CAI
+12.6%
+12.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.6% |
| 7D | 0.0% | -6.3% | +6.3% | +0.4% |
| 30D | -2.5% | +9.3% | -11.8% | -2.9% |
| 3M | 0.0% | +106.3% | -106.3% | -5.0% |
| 6M | +11.6% | +77.7% | -66.2% | +6.9% |
| YTD | +15.2% | +23.1% | -7.9% | +10.0% |
| 1Y | +25.0% | +6.5% | +18.5% | +18.5% |
| All | +25.0% | +12.6% | +12.4% | +18.5% |
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