+5.6%
CNC vs ROK
+47.1%
-41.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.9% | -1.2% | +0.3% | -0.7% |
| 30D | -1.0% | -4.8% | +3.8% | -0.3% |
| 3M | +4.5% | -6.1% | +10.6% | +5.3% |
| 6M | +85.2% | +15.5% | +69.7% | +80.4% |
| YTD | +61.4% | +11.2% | +50.2% | +57.9% |
| 1Y | +94.9% | +23.8% | +71.1% | +87.6% |
| 3Y | 0.0% | +53.1% | -53.1% | -8.1% |
| All | +5.6% | +47.1% | -41.5% | -7.6% |
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