+354.9%
ROK vs CRL
+244.4%
+110.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | +0.2% | -4.6% | +4.8% | +2.0% |
| 30D | -1.8% | +0.5% | -2.3% | -2.1% |
| 3M | -7.2% | +46.6% | -53.8% | -20.8% |
| 6M | +14.2% | +57.3% | -43.1% | -6.6% |
| YTD | +10.6% | +39.5% | -29.0% | -5.5% |
| 1Y | +25.9% | +76.9% | -51.0% | -3.1% |
| 3Y | +50.8% | +39.4% | +11.4% | +20.3% |
| 5Y | +47.0% | -37.2% | +84.2% | +60.4% |
| 10Y | +354.9% | +253.4% | +101.5% | +113.2% |
| All | +354.9% | +244.4% | +110.4% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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