+590.3%
ROK vs CG
+295.0%
+295.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.8% |
| 7D | -8.5% | -3.8% | -4.7% | -6.8% |
| 30D | -6.4% | +7.5% | -13.9% | -9.1% |
| 3M | -8.8% | -14.4% | +5.5% | -3.4% |
| 6M | -10.5% | -15.7% | +5.1% | -5.1% |
| YTD | +5.4% | -29.0% | +34.4% | +18.9% |
| 1Y | +5.0% | -22.1% | +27.1% | +14.0% |
| 3Y | +64.3% | +49.1% | +15.2% | +32.8% |
| 5Y | +34.0% | -18.4% | +52.3% | +31.5% |
| 10Y | +268.2% | +295.1% | -26.9% | +98.7% |
| All | +590.3% | +295.0% | +295.3% | +261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling