+422.3%
ROK vs CNH
+64.7%
+357.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.8% | -0.4% |
| 7D | +0.7% | +23.3% | -22.6% | -8.2% |
| 30D | -3.3% | +33.5% | -36.8% | -15.0% |
| 3M | -5.9% | +32.7% | -38.6% | -17.6% |
| 6M | +13.9% | +22.2% | -8.3% | +2.4% |
| YTD | +12.6% | +57.7% | -45.1% | -9.7% |
| 1Y | +28.6% | +28.0% | +0.6% | +12.4% |
| 3Y | +45.1% | +11.5% | +33.6% | +30.7% |
| 5Y | +45.6% | +11.9% | +33.7% | +26.5% |
| 10Y | +345.0% | +162.8% | +182.2% | +155.2% |
| All | +422.3% | +64.7% | +357.6% | +219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling