+1,180.7%
ROK vs CF
+5,948.3%
-4,767.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.2% |
| 7D | +0.7% | +6.0% | -5.3% | -1.1% |
| 30D | -3.3% | +14.8% | -18.2% | -7.5% |
| 3M | -5.9% | +14.1% | -19.9% | -10.2% |
| 6M | +13.9% | +28.5% | -14.7% | +2.0% |
| YTD | +12.6% | +74.9% | -62.4% | -8.5% |
| 1Y | +28.6% | +61.7% | -33.1% | +6.5% |
| 3Y | +45.1% | +80.3% | -35.2% | +12.9% |
| 5Y | +45.6% | +226.0% | -180.4% | -13.1% |
| 10Y | +345.0% | +569.9% | -224.8% | +94.4% |
| All | +1,180.7% | +5,948.3% | -4,767.6% | +151.6% |
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 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