+64.2%
CNP vs ROK
+61.6%
+2.6%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +1.0% |
| 7D | -3.0% | -11.0% | +8.0% | -2.6% |
| 30D | +6.8% | -8.2% | +15.0% | +7.2% |
| 3M | +3.6% | -8.5% | +12.1% | +4.0% |
| 6M | 0.0% | -12.0% | +11.9% | +0.4% |
| YTD | +9.4% | +3.1% | +6.3% | +8.9% |
| 1Y | +6.8% | +2.9% | +4.0% | +6.3% |
| 3Y | +64.2% | +60.7% | +3.5% | +44.5% |
| All | +64.2% | +61.6% | +2.6% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling