+53.1%
CNP vs ROK
+48.7%
+4.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.2% |
| 7D | +1.6% | +2.8% | -1.1% | +1.5% |
| 30D | -0.8% | -2.4% | +1.6% | -0.7% |
| 3M | -3.6% | -4.7% | +1.1% | -3.5% |
| 6M | -6.9% | +16.8% | -23.7% | -7.9% |
| YTD | +6.4% | +11.4% | -4.9% | +5.5% |
| 1Y | +9.9% | +26.2% | -16.2% | +7.9% |
| 3Y | +53.1% | +51.9% | +1.2% | +44.1% |
| All | +53.1% | +48.7% | +4.4% | +44.1% |
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 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