+263.4%
ROK vs CPB
-38.9%
+302.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.7% |
| 7D | +7.1% | -1.6% | +8.6% | +7.2% |
| 30D | -5.0% | +19.2% | -24.2% | -6.3% |
| 3M | -9.4% | -0.9% | -8.4% | -9.4% |
| 6M | -11.0% | +15.2% | -26.2% | -12.5% |
| YTD | +4.4% | -13.1% | +17.5% | +5.5% |
| 1Y | +7.4% | -22.4% | +29.8% | +9.7% |
| 3Y | +61.0% | -35.3% | +96.3% | +66.2% |
| 5Y | +30.4% | -33.0% | +63.4% | +33.0% |
| All | +263.4% | -38.9% | +302.3% | +265.5% |
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