+266.4%
ROK vs CFG
+248.3%
+18.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.3% |
| 7D | -11.5% | +0.3% | -11.8% | -11.5% |
| 30D | -10.0% | +3.2% | -13.2% | -11.1% |
| 3M | -11.4% | -9.7% | -1.7% | -7.2% |
| 6M | -13.7% | +3.6% | -17.3% | -15.3% |
| YTD | +1.0% | +14.7% | -13.6% | -5.3% |
| 1Y | +5.6% | +29.6% | -23.9% | -6.3% |
| 3Y | +59.1% | +190.6% | -131.5% | -2.2% |
| 5Y | +26.1% | +67.1% | -41.0% | -5.3% |
| 10Y | +266.4% | +237.0% | +29.4% | +77.9% |
| All | +266.4% | +248.3% | +18.2% | +77.9% |
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