+25.9%
ROK vs CNH
+22.6%
+3.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.3% |
| 7D | +0.2% | +1.8% | -1.7% | -0.4% |
| 30D | -1.8% | +32.6% | -34.4% | -9.9% |
| 3M | -7.2% | +29.4% | -36.6% | -14.6% |
| 6M | +14.2% | +26.0% | -11.8% | +5.4% |
| YTD | +10.6% | +52.2% | -41.6% | -4.1% |
| 1Y | +25.9% | +23.9% | +2.0% | +14.1% |
| All | +25.9% | +22.6% | +3.3% | +14.1% |
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