+47.0%
ROK vs CLBK
+41.8%
+5.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.3% |
| 7D | +0.2% | -1.5% | +1.6% | +0.6% |
| 30D | -1.8% | +6.7% | -8.5% | -3.8% |
| 3M | -7.2% | +21.2% | -28.3% | -12.9% |
| 6M | +14.2% | +42.0% | -27.8% | +1.9% |
| YTD | +10.6% | +63.3% | -52.7% | -5.6% |
| 1Y | +25.9% | +65.4% | -39.5% | +6.7% |
| 3Y | +50.8% | +52.5% | -1.7% | +29.9% |
| 5Y | +47.0% | +42.0% | +5.1% | +21.7% |
| All | +47.0% | +41.8% | +5.2% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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