+21.8%
ROK vs CP
+24.4%
-2.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.5% |
| 7D | -13.8% | +2.8% | -16.6% | -15.1% |
| 30D | -14.9% | +10.2% | -25.2% | -19.4% |
| 3M | -14.7% | +2.4% | -17.0% | -15.9% |
| 6M | -17.7% | +7.7% | -25.3% | -21.4% |
| YTD | -2.5% | +26.0% | -28.5% | -14.7% |
| 1Y | +2.3% | +34.6% | -32.4% | -13.7% |
| 3Y | +52.7% | +26.7% | +26.1% | +30.5% |
| All | +21.8% | +24.4% | -2.5% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling