+48.1%
ROK vs CRL
-37.1%
+85.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.2% |
| 7D | +2.8% | -0.6% | +3.3% | +2.9% |
| 30D | -2.4% | +5.0% | -7.4% | -4.0% |
| 3M | -4.7% | +50.6% | -55.3% | -17.4% |
| 6M | +16.8% | +60.9% | -44.2% | -2.1% |
| YTD | +11.4% | +40.7% | -29.4% | -2.6% |
| 1Y | +26.2% | +73.3% | -47.1% | +2.1% |
| 3Y | +51.9% | +40.6% | +11.3% | +25.6% |
| All | +48.1% | -37.1% | +85.2% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling