+4,495.7%
ROK vs CNI
+6,457.9%
-1,962.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -1.6% | -1.1% | -0.5% | -0.9% |
| 30D | -5.4% | -3.5% | -1.9% | -3.4% |
| 3M | -4.0% | +2.2% | -6.2% | -5.6% |
| 6M | +13.3% | +15.1% | -1.8% | +3.5% |
| YTD | +9.3% | +24.7% | -15.3% | -5.3% |
| 1Y | +25.8% | +33.4% | -7.6% | +4.3% |
| 3Y | +49.1% | +19.5% | +29.6% | +31.3% |
| 5Y | +45.9% | +12.6% | +33.3% | +32.0% |
| 10Y | +349.9% | +134.7% | +215.2% | +162.2% |
| All | +4,495.7% | +6,457.9% | -1,962.1% | +711.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling