+348.5%
ROK vs CRS
+1,392.1%
-1,043.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.0% |
| 7D | -1.2% | -6.8% | +5.5% | +0.9% |
| 30D | -4.8% | -16.1% | +11.3% | +0.4% |
| 3M | -6.1% | -21.2% | +15.1% | +0.4% |
| 6M | +15.5% | +8.7% | +6.8% | +11.1% |
| YTD | +11.2% | +41.0% | -29.8% | -2.1% |
| 1Y | +23.8% | +82.7% | -58.8% | -0.8% |
| 3Y | +53.1% | +604.8% | -551.7% | -23.8% |
| 5Y | +48.3% | +1,384.7% | -1,336.4% | -45.0% |
| All | +348.5% | +1,392.1% | -1,043.5% | +43.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling