+53.1%
ROK vs CNI
+19.7%
+33.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.1% |
| 7D | -1.2% | -0.4% | -0.9% | -1.0% |
| 30D | -4.8% | -2.7% | -2.1% | -3.3% |
| 3M | -6.1% | +3.9% | -10.0% | -8.6% |
| 6M | +15.5% | +16.4% | -0.9% | +4.7% |
| YTD | +11.2% | +25.8% | -14.6% | -4.2% |
| 1Y | +23.8% | +32.4% | -8.6% | +2.8% |
| 3Y | +53.1% | +19.1% | +34.0% | +37.9% |
| All | +53.1% | +19.7% | +33.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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