+144.0%
CNP vs ROK
+273.4%
-129.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.2% |
| 7D | -0.1% | -8.5% | +8.4% | +2.0% |
| 30D | +5.0% | -6.4% | +11.4% | +6.5% |
| 3M | +2.7% | -8.8% | +11.5% | +4.7% |
| 6M | -1.9% | -10.5% | +8.6% | 0.0% |
| YTD | +8.8% | +5.4% | +3.4% | +4.8% |
| 1Y | +5.6% | +5.0% | +0.7% | +1.8% |
| 3Y | +63.2% | +64.3% | -1.1% | +30.2% |
| 5Y | +73.8% | +34.0% | +39.8% | +45.7% |
| 10Y | +144.0% | +268.2% | -124.1% | +36.1% |
| All | +144.0% | +273.4% | -129.4% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling