+354.9%
ROK vs CPB
-44.2%
+399.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.2% | -8.0% | +8.2% | +0.9% |
| 30D | -1.8% | -2.4% | +0.6% | -1.7% |
| 3M | -7.2% | +0.5% | -7.7% | -7.5% |
| 6M | +14.2% | -10.5% | +24.6% | +15.0% |
| YTD | +10.6% | -17.5% | +28.1% | +12.3% |
| 1Y | +25.9% | -31.0% | +56.9% | +30.2% |
| 3Y | +50.8% | -40.6% | +91.4% | +57.1% |
| 5Y | +47.0% | -37.7% | +84.8% | +51.2% |
| 10Y | +354.9% | -43.4% | +398.3% | +362.7% |
| All | +354.9% | -44.2% | +399.1% | +362.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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