+35.0%
CAH vs ROK
+25.3%
+9.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.1% | +3.6% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | +12.4% | -2.5% | +14.8% | +12.5% |
| 3M | +12.2% | 0.0% | +12.1% | +12.1% |
| 6M | +33.2% | +11.6% | +21.6% | +32.5% |
| YTD | +28.4% | +15.2% | +13.2% | +24.7% |
| 1Y | +35.0% | +25.0% | +10.0% | +30.7% |
| All | +35.0% | +25.3% | +9.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling