-11.0%
ROK vs CAI
+43.5%
-54.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | 0.0% |
| 7D | +7.1% | -8.7% | +15.8% | +8.2% |
| 30D | -5.0% | -23.8% | +18.9% | -0.5% |
| 3M | -9.4% | +3.9% | -13.3% | -5.4% |
| 6M | -11.0% | +56.8% | -67.8% | -9.9% |
| All | -11.0% | +43.5% | -54.5% | -9.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling