+394.0%
CAH vs ROK
+47.1%
+346.9%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -5.1% | -1.2% | -3.9% | -5.0% |
| 30D | +0.2% | -4.8% | +5.0% | +0.6% |
| 3M | +6.3% | -6.1% | +12.4% | +6.8% |
| 6M | +9.4% | +15.5% | -6.1% | +7.5% |
| YTD | +15.0% | +11.2% | +3.8% | +13.2% |
| 1Y | +55.4% | +23.8% | +31.6% | +51.2% |
| 3Y | +173.8% | +53.1% | +120.7% | +155.7% |
| All | +394.0% | +47.1% | +346.9% | +339.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling