+378.2%
ROK vs CNH
+40.2%
+338.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.4% | +6.4% | +3.8% |
| 7D | -11.0% | +4.5% | -15.5% | -12.7% |
| 30D | -8.2% | +7.6% | -15.8% | -11.3% |
| 3M | -8.5% | +17.0% | -25.4% | -15.7% |
| 6M | -12.0% | +12.9% | -24.9% | -18.5% |
| YTD | +3.1% | +34.3% | -31.2% | -12.3% |
| 1Y | +2.9% | +28.5% | -25.7% | -11.0% |
| 3Y | +60.7% | +31.9% | +28.8% | +33.7% |
| 5Y | +29.5% | -9.6% | +39.1% | +22.4% |
| 10Y | +262.6% | +106.3% | +156.3% | +126.8% |
| All | +378.2% | +40.2% | +338.0% | +210.3% |
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