+1,024.9%
ROK vs CF
+5,277.9%
-4,253.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +6.2% | -20.3% | -15.9% |
| 7D | -15.6% | +0.4% | -16.0% | -16.1% |
| 30D | -15.5% | +2.2% | -17.7% | -16.5% |
| 3M | -15.1% | +2.1% | -17.2% | -16.6% |
| 6M | -12.0% | -6.5% | -5.5% | -12.3% |
| YTD | -1.1% | +55.6% | -56.7% | -17.6% |
| 1Y | +6.5% | +42.3% | -35.8% | -9.0% |
| 3Y | +51.8% | +55.7% | -3.9% | +22.8% |
| 5Y | +22.2% | +122.4% | -100.2% | -17.7% |
| 10Y | +289.3% | +568.5% | -279.2% | +68.8% |
| All | +1,024.9% | +5,277.9% | -4,253.0% | +126.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling