+34.0%
ROK vs CG
-17.8%
+51.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.9% |
| 7D | -8.5% | -3.8% | -4.7% | -6.8% |
| 30D | -6.4% | +7.5% | -13.9% | -9.2% |
| 3M | -8.8% | -14.4% | +5.5% | -3.2% |
| 6M | -10.5% | -15.7% | +5.1% | -4.9% |
| YTD | +5.4% | -29.0% | +34.4% | +19.5% |
| 1Y | +5.0% | -22.1% | +27.1% | +14.3% |
| 3Y | +64.3% | +49.1% | +15.2% | +31.1% |
| 5Y | +34.0% | -18.4% | +52.3% | +27.3% |
| All | +34.0% | -17.8% | +51.7% | +27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling