+4,369.3%
CNC vs ROK
+4,094.0%
+275.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -4.9% | +0.2% | -5.0% | -4.9% |
| 30D | -3.8% | -1.8% | -2.0% | -3.2% |
| 3M | -3.2% | -7.2% | +3.9% | -1.3% |
| 6M | +47.9% | +14.2% | +33.7% | +39.5% |
| YTD | +55.7% | +10.6% | +45.1% | +47.9% |
| 1Y | +106.2% | +25.9% | +80.3% | +86.8% |
| 3Y | -2.1% | +50.8% | -52.8% | -20.9% |
| 5Y | +3.4% | +47.0% | -43.7% | -18.8% |
| 10Y | +91.7% | +354.9% | -263.2% | -6.8% |
| All | +4,369.3% | +4,094.0% | +275.3% | +720.9% |
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