+52.7%
ROK vs CNH
+7.0%
+45.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.3% |
| 7D | -13.8% | -1.7% | -12.1% | -13.2% |
| 30D | -14.9% | -7.2% | -7.7% | -12.8% |
| 3M | -14.7% | +6.5% | -21.2% | -17.6% |
| 6M | -17.7% | +7.9% | -25.5% | -21.6% |
| YTD | -2.5% | +26.6% | -29.1% | -13.8% |
| 1Y | +2.3% | +13.8% | -11.5% | -5.8% |
| 3Y | +52.7% | +9.2% | +43.5% | +39.4% |
| All | +52.7% | +7.0% | +45.7% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling