+1,072.5%
ROK vs CF
+5,449.8%
-4,377.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.3% |
| 7D | -11.0% | +4.8% | -15.8% | -12.5% |
| 30D | -8.2% | +9.7% | -17.9% | -11.2% |
| 3M | -8.5% | +1.2% | -9.7% | -9.8% |
| 6M | -12.0% | +7.4% | -19.3% | -15.5% |
| YTD | +3.1% | +60.5% | -57.5% | -14.9% |
| 1Y | +2.9% | +50.7% | -47.9% | -13.5% |
| 3Y | +60.7% | +64.8% | -4.1% | +27.8% |
| 5Y | +29.5% | +115.8% | -86.3% | -11.7% |
| 10Y | +262.6% | +481.0% | -218.4% | +64.8% |
| All | +1,072.5% | +5,449.8% | -4,377.4% | +134.3% |
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