+262.6%
ROK vs CF
+494.2%
-231.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.4% |
| 7D | -11.0% | +4.8% | -15.8% | -12.2% |
| 30D | -8.2% | +9.7% | -17.9% | -10.6% |
| 3M | -8.5% | +1.2% | -9.7% | -9.5% |
| 6M | -12.0% | +7.4% | -19.3% | -15.0% |
| YTD | +3.1% | +60.5% | -57.5% | -13.5% |
| 1Y | +2.9% | +50.7% | -47.9% | -12.2% |
| 3Y | +60.7% | +64.8% | -4.1% | +29.8% |
| 5Y | +29.5% | +115.8% | -86.3% | -12.2% |
| 10Y | +262.6% | +481.0% | -218.4% | +68.6% |
| All | +262.6% | +494.2% | -231.6% | +68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling