+5,914.2%
ROK vs CRL
+1,379.5%
+4,534.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +1.9% |
| 7D | +0.7% | -1.0% | +1.7% | +1.0% |
| 30D | -3.3% | +10.7% | -14.0% | -6.7% |
| 3M | -5.9% | +55.3% | -61.1% | -19.7% |
| 6M | +13.9% | +60.7% | -46.8% | -5.1% |
| YTD | +12.6% | +44.6% | -32.0% | -3.0% |
| 1Y | +28.6% | +77.7% | -49.2% | +2.4% |
| 3Y | +45.1% | +37.6% | +7.5% | +20.4% |
| 5Y | +45.6% | -35.8% | +81.4% | +51.0% |
| 10Y | +345.0% | +241.7% | +103.3% | +155.0% |
| All | +5,914.2% | +1,379.5% | +4,534.7% | +2,416.9% |
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