+46.4%
ROK vs CNH
+7.1%
+39.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.6% | +4.5% | +1.1% |
| 7D | +2.8% | +8.8% | -6.0% | -0.8% |
| 30D | -2.4% | +24.7% | -27.1% | -11.1% |
| 3M | -4.7% | +27.3% | -32.0% | -14.5% |
| 6M | +16.8% | +23.2% | -6.4% | +5.4% |
| YTD | +11.4% | +48.9% | -37.6% | -7.6% |
| 1Y | +26.2% | +19.4% | +6.8% | +14.5% |
| 3Y | +51.9% | +7.8% | +44.1% | +39.7% |
| 5Y | +46.4% | +8.7% | +37.6% | +27.5% |
| All | +46.4% | +7.1% | +39.2% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling