+25.0%
ROK vs CP
+35.2%
-10.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -2.0% |
| 7D | 0.0% | +5.6% | -5.6% | -2.3% |
| 30D | -2.5% | +10.0% | -12.5% | -6.7% |
| 3M | 0.0% | +4.4% | -4.4% | -1.9% |
| 6M | +11.6% | +14.1% | -2.5% | +3.6% |
| YTD | +15.2% | +29.1% | -13.9% | +1.4% |
| 1Y | +25.0% | +34.6% | -9.5% | +7.7% |
| All | +25.0% | +35.2% | -10.2% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling