+46.4%
ROK vs CPB
-38.5%
+84.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.1% |
| 7D | +2.8% | -8.2% | +11.0% | +3.1% |
| 30D | -2.4% | -5.6% | +3.2% | -2.2% |
| 3M | -4.7% | +3.0% | -7.7% | -5.0% |
| 6M | +16.8% | -12.7% | +29.5% | +17.5% |
| YTD | +11.4% | -18.0% | +29.3% | +12.5% |
| 1Y | +26.2% | -31.7% | +57.9% | +28.9% |
| 3Y | +51.9% | -41.0% | +92.8% | +55.6% |
| 5Y | +46.4% | -38.4% | +84.8% | +48.5% |
| All | +46.4% | -38.5% | +84.9% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling