+15,187.3%
ROK vs CRS
+9,808.6%
+5,378.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.4% | +0.2% |
| 7D | +2.8% | -3.1% | +5.8% | +3.9% |
| 30D | -2.4% | -19.6% | +17.2% | +5.1% |
| 3M | -4.7% | -8.1% | +3.4% | -2.7% |
| 6M | +16.8% | +18.6% | -1.8% | +8.4% |
| YTD | +11.4% | +45.9% | -34.5% | -4.7% |
| 1Y | +26.2% | +82.5% | -56.3% | -1.7% |
| 3Y | +51.9% | +648.9% | -597.0% | -32.1% |
| 5Y | +46.4% | +1,438.1% | -1,391.8% | -52.4% |
| 10Y | +343.5% | +1,327.0% | -983.5% | +24.3% |
| All | +15,187.3% | +9,808.6% | +5,378.6% | +1,856.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CRS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling