+287.5%
CAH vs ROK
+357.9%
-70.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.0% |
| 7D | -5.1% | -1.2% | -3.9% | -4.8% |
| 30D | +0.2% | -4.8% | +5.0% | +1.3% |
| 3M | +6.3% | -6.1% | +12.4% | +7.6% |
| 6M | +9.4% | +15.5% | -6.1% | +4.7% |
| YTD | +15.0% | +11.2% | +3.8% | +10.6% |
| 1Y | +55.4% | +23.8% | +31.6% | +45.2% |
| 3Y | +173.8% | +53.1% | +120.7% | +133.2% |
| 5Y | +395.2% | +48.3% | +346.9% | +313.7% |
| All | +287.5% | +357.9% | -70.5% | +111.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling