+264.9%
ROK vs CPB
-40.8%
+305.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +6.1% | -5.8% | +11.9% | +6.5% |
| 30D | -6.5% | +16.5% | -23.0% | -7.7% |
| 3M | -10.2% | -1.1% | -9.1% | -10.2% |
| 6M | -10.6% | +11.5% | -22.1% | -11.9% |
| YTD | +4.9% | -15.7% | +20.6% | +6.2% |
| 1Y | +3.8% | -24.7% | +28.5% | +6.3% |
| 3Y | +63.5% | -37.3% | +100.8% | +69.2% |
| 5Y | +30.9% | -35.0% | +66.0% | +33.9% |
| All | +264.9% | -40.8% | +305.7% | +267.9% |
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