+7.4%
ROK vs CNH
+16.6%
-9.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +7.1% | +3.0% | +4.0% | +5.9% |
| 30D | -5.0% | -0.6% | -4.4% | -5.0% |
| 3M | -9.4% | +14.6% | -24.0% | -14.1% |
| 6M | -11.0% | +11.8% | -22.8% | -15.4% |
| YTD | +4.4% | +30.4% | -26.0% | -8.1% |
| 1Y | +7.4% | +19.1% | -11.6% | -1.7% |
| All | +7.4% | +16.6% | -9.2% | -1.7% |
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