+354.9%
ROK vs CFG
+308.1%
+46.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.3% |
| 7D | +0.2% | -0.6% | +0.8% | +0.4% |
| 30D | -1.8% | -4.5% | +2.7% | +0.3% |
| 3M | -7.2% | +6.3% | -13.5% | -9.9% |
| 6M | +14.2% | +20.6% | -6.4% | +4.6% |
| YTD | +10.6% | +21.2% | -10.7% | +1.0% |
| 1Y | +25.9% | +38.2% | -12.3% | +8.1% |
| 3Y | +50.8% | +185.9% | -135.2% | -7.5% |
| 5Y | +47.0% | +97.0% | -49.9% | +1.8% |
| 10Y | +354.9% | +306.8% | +48.1% | +91.8% |
| All | +354.9% | +308.1% | +46.8% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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