+7.4%
ROK vs CPB
-22.0%
+29.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -0.1% |
| 7D | +7.1% | -1.6% | +8.6% | +6.9% |
| 30D | -5.0% | +19.2% | -24.2% | -3.7% |
| 3M | -9.4% | -0.9% | -8.4% | -8.8% |
| 6M | -11.0% | +15.2% | -26.2% | -10.8% |
| YTD | +4.4% | -13.1% | +17.5% | +6.8% |
| 1Y | +7.4% | -22.4% | +29.8% | +9.6% |
| All | +7.4% | -22.0% | +29.4% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling