+23.8%
ROK vs CG
-33.8%
+57.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | -1.2% | -9.9% | +8.6% | +2.1% |
| 30D | -4.8% | -11.7% | +6.9% | -1.1% |
| 3M | -6.1% | -4.3% | -1.8% | -5.8% |
| 6M | +15.5% | -8.8% | +24.2% | +17.6% |
| YTD | +11.2% | -26.9% | +38.0% | +22.3% |
| 1Y | +23.8% | -35.4% | +59.3% | +35.7% |
| All | +23.8% | -33.8% | +57.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling