+48.1%
ROK vs CF
+227.0%
-178.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | +0.7% | +6.0% | -5.3% | +0.2% |
| 30D | -3.3% | +14.8% | -18.2% | -4.4% |
| 3M | -5.9% | +14.1% | -19.9% | -7.0% |
| 6M | +13.9% | +28.5% | -14.7% | +9.5% |
| YTD | +12.6% | +74.9% | -62.4% | +3.8% |
| 1Y | +28.6% | +61.7% | -33.1% | +19.6% |
| 3Y | +45.1% | +80.3% | -35.2% | +31.0% |
| All | +48.1% | +227.0% | -178.9% | +26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling