+14,817.8%
CAH vs ROK
+15,675.2%
-857.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | +0.5% | +2.8% | -2.3% | -0.1% |
| 30D | +1.7% | -2.4% | +4.1% | +2.3% |
| 3M | +17.9% | -4.7% | +22.6% | +18.8% |
| 6M | +10.9% | +16.8% | -5.8% | +6.3% |
| YTD | +17.9% | +11.4% | +6.5% | +13.8% |
| 1Y | +61.7% | +26.2% | +35.5% | +51.3% |
| 3Y | +183.7% | +51.9% | +131.9% | +146.8% |
| 5Y | +401.3% | +46.4% | +355.0% | +329.9% |
| 10Y | +293.7% | +343.5% | -49.9% | +152.8% |
| All | +14,817.8% | +15,675.2% | -857.4% | +4,626.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling