+29.5%
ROK vs CRL
-9.4%
+38.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.7% |
| 7D | -11.0% | -1.7% | -9.3% | -10.6% |
| 30D | -8.2% | +14.6% | -22.8% | -12.5% |
| 3M | -8.5% | +24.8% | -33.3% | -15.5% |
| 6M | -12.0% | +94.7% | -106.6% | -30.9% |
| YTD | +3.1% | +73.4% | -70.3% | -16.6% |
| 1Y | +2.9% | +104.7% | -101.8% | -21.5% |
| 3Y | +60.7% | +101.1% | -40.4% | +17.1% |
| 5Y | +29.5% | -10.8% | +40.3% | +19.8% |
| All | +29.5% | -9.4% | +38.9% | +19.8% |
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 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