+352.5%
ROK vs CNH
+32.2%
+320.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.1% | -2.5% |
| 7D | -13.8% | -1.7% | -12.1% | -13.1% |
| 30D | -14.9% | -7.2% | -7.7% | -12.4% |
| 3M | -14.7% | +6.5% | -21.2% | -18.0% |
| 6M | -17.7% | +7.9% | -25.5% | -22.1% |
| YTD | -2.5% | +26.6% | -29.1% | -14.7% |
| 1Y | +2.3% | +13.8% | -11.5% | -6.6% |
| 3Y | +52.7% | +9.2% | +43.5% | +37.8% |
| 5Y | +20.5% | -15.6% | +36.1% | +17.6% |
| 10Y | +284.0% | +119.2% | +164.8% | +137.4% |
| All | +352.5% | +32.2% | +320.3% | +201.7% |
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 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