+139.9%
CNP vs ROK
+343.9%
-204.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | -0.1% | -1.8% | +1.7% | +0.4% |
| 3M | -5.6% | -7.2% | +1.6% | -4.2% |
| 6M | -7.5% | +14.2% | -21.6% | -11.9% |
| YTD | +5.5% | +10.6% | -5.1% | +0.9% |
| 1Y | +8.3% | +25.9% | -17.6% | -0.7% |
| 3Y | +51.8% | +50.8% | +1.0% | +26.3% |
| 5Y | +69.9% | +47.0% | +22.8% | +38.2% |
| 10Y | +139.9% | +354.9% | -215.0% | +28.4% |
| All | +139.9% | +343.9% | -204.0% | +28.4% |
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