+140.6%
CNP vs ROK
+265.6%
-125.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.5% | +6.1% | -3.6% | +0.8% |
| 30D | +4.0% | -6.5% | +10.5% | +5.5% |
| 3M | +1.6% | -10.2% | +11.8% | +4.1% |
| 6M | -1.7% | -10.6% | +8.9% | +0.2% |
| YTD | +8.6% | +4.9% | +3.7% | +4.8% |
| 1Y | +5.8% | +3.8% | +2.0% | +2.3% |
| 3Y | +63.0% | +63.5% | -0.5% | +30.2% |
| 5Y | +74.7% | +30.9% | +43.7% | +47.8% |
| All | +140.6% | +265.6% | -125.0% | +34.5% |
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