+2.9%
ROK vs CNH
+27.3%
-24.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +3.2% |
| 7D | -11.0% | +4.5% | -15.5% | -12.2% |
| 30D | -8.2% | +7.6% | -15.8% | -10.3% |
| 3M | -8.5% | +17.0% | -25.4% | -13.7% |
| 6M | -12.0% | +12.9% | -24.9% | -16.4% |
| YTD | +3.1% | +34.3% | -31.2% | -9.9% |
| 1Y | +2.9% | +28.5% | -25.7% | -8.7% |
| All | +2.9% | +27.3% | -24.5% | -8.7% |
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