+5,406.1%
ROK vs CRL
+1,673.3%
+3,732.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.7% |
| 3M | -8.5% | +24.8% | -33.3% | -15.8% |
| 6M | -12.0% | +94.7% | -106.6% | -31.3% |
| YTD | +3.1% | +73.4% | -70.3% | -17.1% |
| 1Y | +2.9% | +104.7% | -101.8% | -22.0% |
| 3Y | +60.7% | +101.1% | -40.4% | +16.7% |
| 5Y | +29.5% | -10.8% | +40.3% | +19.7% |
| 10Y | +262.6% | +358.8% | -96.2% | +87.6% |
| All | +5,406.1% | +1,673.3% | +3,732.8% | +2,050.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling