+383.1%
ROK vs CFG
+396.4%
-13.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.7% | +1.5% | -0.9% | 0.0% |
| 30D | -3.3% | -3.8% | +0.5% | -1.6% |
| 3M | -5.9% | +11.5% | -17.3% | -10.6% |
| 6M | +13.9% | +19.2% | -5.3% | +4.9% |
| YTD | +12.6% | +23.7% | -11.1% | +1.9% |
| 1Y | +28.6% | +38.8% | -10.3% | +10.2% |
| 3Y | +45.1% | +178.9% | -133.8% | -10.0% |
| 5Y | +45.6% | +101.8% | -56.2% | -0.2% |
| 10Y | +345.0% | +317.3% | +27.8% | +93.3% |
| All | +383.1% | +396.4% | -13.2% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling