+25.0%
ROK vs CF
+35.9%
-10.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -1.2% |
| 7D | 0.0% | -6.9% | +6.9% | -1.0% |
| 30D | -2.5% | -3.7% | +1.3% | -3.0% |
| 3M | 0.0% | -5.0% | +5.0% | -0.5% |
| 6M | +11.6% | -10.5% | +22.0% | +10.2% |
| YTD | +15.2% | +46.5% | -31.3% | +11.2% |
| 1Y | +25.0% | +34.8% | -9.8% | +21.1% |
| All | +25.0% | +35.9% | -10.9% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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