+47.5%
ROK vs CNI
+12.6%
+34.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.2% |
| 3M | -6.1% | +3.9% | -10.0% | -8.7% |
| 6M | +15.5% | +16.4% | -0.9% | +4.1% |
| YTD | +11.2% | +25.8% | -14.6% | -5.1% |
| 1Y | +23.8% | +32.4% | -8.6% | +1.9% |
| 3Y | +53.1% | +19.1% | +34.0% | +33.8% |
| All | +47.5% | +12.6% | +34.8% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling