+48.1%
ROK vs CP
+32.0%
+16.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +0.7% | -2.7% | +3.4% | +2.1% |
| 30D | -3.3% | +0.2% | -3.5% | -3.4% |
| 3M | -5.9% | +2.6% | -8.4% | -7.4% |
| 6M | +13.9% | +6.0% | +7.9% | +9.8% |
| YTD | +12.6% | +24.9% | -12.4% | -0.9% |
| 1Y | +28.6% | +20.1% | +8.5% | +15.5% |
| 3Y | +45.1% | +16.4% | +28.7% | +30.1% |
| All | +48.1% | +32.0% | +16.1% | +19.9% |
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