+15,354.0%
ROK vs CPB
+325.7%
+15,028.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +2.2% |
| 7D | +0.7% | -8.6% | +9.3% | +3.0% |
| 30D | -3.3% | -7.2% | +3.9% | -1.6% |
| 3M | -5.9% | +0.9% | -6.7% | -6.9% |
| 6M | +13.9% | -11.8% | +25.7% | +16.4% |
| YTD | +12.6% | -19.4% | +32.0% | +17.7% |
| 1Y | +28.6% | -30.4% | +59.0% | +39.4% |
| 3Y | +45.1% | -40.2% | +85.3% | +60.8% |
| 5Y | +45.6% | -39.5% | +85.1% | +58.0% |
| 10Y | +345.0% | -47.4% | +392.4% | +379.1% |
| All | +15,354.0% | +325.7% | +15,028.3% | +8,625.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling