+263.4%
ROK vs CRL
+350.3%
-86.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +7.1% | +0.1% | +6.9% | +7.0% |
| 30D | -5.0% | +11.9% | -16.9% | -9.4% |
| 3M | -9.4% | +20.2% | -29.5% | -16.4% |
| 6M | -11.0% | +107.5% | -118.5% | -34.6% |
| YTD | +4.4% | +69.4% | -65.0% | -17.9% |
| 1Y | +7.4% | +99.7% | -92.3% | -21.1% |
| 3Y | +61.0% | +98.8% | -37.8% | +10.8% |
| 5Y | +30.4% | -12.4% | +42.8% | +23.5% |
| All | +263.4% | +350.3% | -86.9% | +70.8% |
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