+13,770.5%
ROK vs CPB
+361.0%
+13,409.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +3.9% |
| 7D | -11.5% | +3.3% | -14.8% | -12.4% |
| 30D | -10.0% | +19.0% | -29.0% | -14.4% |
| 3M | -11.4% | +0.4% | -11.9% | -12.2% |
| 6M | -13.7% | +13.0% | -26.7% | -17.7% |
| YTD | +1.0% | -12.7% | +13.8% | +2.9% |
| 1Y | +5.6% | -20.9% | +26.5% | +10.3% |
| 3Y | +59.1% | -35.4% | +94.5% | +72.3% |
| 5Y | +26.1% | -32.3% | +58.4% | +32.1% |
| 10Y | +266.4% | -40.5% | +307.0% | +278.5% |
| All | +13,770.5% | +361.0% | +13,409.5% | +7,526.3% |
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