+28.6%
ROK vs CNH
+29.2%
-0.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.8% | +0.2% |
| 7D | +0.7% | +23.3% | -22.6% | -5.2% |
| 30D | -3.3% | +33.5% | -36.8% | -11.3% |
| 3M | -5.9% | +32.7% | -38.6% | -13.9% |
| 6M | +13.9% | +22.2% | -8.3% | +6.1% |
| YTD | +12.6% | +57.7% | -45.1% | -3.2% |
| 1Y | +28.6% | +28.0% | +0.6% | +15.6% |
| All | +28.6% | +29.2% | -0.6% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 1y: compounded portfolio wealth divided by compounded CNH 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…
1y analysis · Full analysis span regression · 6 months rolling