-69.3%
CPNG vs ROK
+77.1%
-146.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.3% |
| 7D | -1.1% | -1.2% | +0.1% | -0.5% |
| 30D | -7.4% | -4.8% | -2.5% | -5.3% |
| 3M | -12.3% | -6.1% | -6.3% | -10.7% |
| 6M | -19.4% | +15.5% | -34.9% | -25.9% |
| YTD | -35.9% | +11.2% | -47.1% | -40.0% |
| 1Y | -53.4% | +23.8% | -77.2% | -58.7% |
| 3Y | -20.0% | +53.1% | -73.1% | -38.9% |
| 5Y | -49.6% | +48.3% | -97.9% | -67.4% |
| All | -69.3% | +77.1% | -146.4% | -79.6% |
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