+195.8%
ROK vs CLBK
+66.9%
+128.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +2.8% | +1.1% | +1.6% | +2.3% |
| 30D | -2.4% | +7.8% | -10.2% | -5.6% |
| 3M | -4.7% | +23.9% | -28.6% | -13.6% |
| 6M | +16.8% | +42.3% | -25.6% | -0.4% |
| YTD | +11.4% | +65.4% | -54.0% | -11.4% |
| 1Y | +26.2% | +70.3% | -44.2% | -1.5% |
| 3Y | +51.9% | +54.5% | -2.6% | +21.2% |
| 5Y | +46.4% | +43.1% | +3.3% | +10.2% |
| All | +195.8% | +66.9% | +128.9% | +117.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling