+263.4%
ROK vs CLX
+32.0%
+231.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.6% |
| 7D | +7.1% | +9.5% | -2.4% | +5.7% |
| 30D | -5.0% | +30.7% | -35.6% | -8.6% |
| 3M | -9.4% | +4.2% | -13.6% | -10.0% |
| 6M | -11.0% | +22.1% | -33.1% | -14.0% |
| YTD | +4.4% | +14.1% | -9.6% | +1.9% |
| 1Y | +7.4% | +10.3% | -2.9% | +5.4% |
| 3Y | +61.0% | -7.8% | +68.8% | +61.5% |
| 5Y | +30.4% | -20.8% | +51.2% | +32.5% |
| All | +263.4% | +32.0% | +231.3% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling