+110.5%
CNC vs ROK
+25.3%
+85.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.6% | +13.2% | +12.7% |
| 7D | +13.4% | 0.0% | +13.3% | +13.4% |
| 30D | +18.2% | -2.5% | +20.7% | +18.5% |
| 3M | +18.6% | 0.0% | +18.6% | +18.7% |
| 6M | +41.9% | +11.6% | +30.3% | +39.6% |
| YTD | +84.7% | +15.2% | +69.5% | +80.8% |
| 1Y | +110.5% | +25.0% | +85.5% | +110.0% |
| All | +110.5% | +25.3% | +85.2% | +110.0% |
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