+17,150.5%
CAH vs ROL
+9,745.6%
+7,404.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +5.9% | +0.8% | +5.2% | +5.7% |
| 30D | +16.5% | +20.6% | -4.0% | +10.8% |
| 3M | +15.7% | +4.5% | +11.3% | +14.1% |
| 6M | +52.7% | -26.5% | +79.2% | +64.7% |
| YTD | +36.3% | -34.8% | +71.1% | +51.6% |
| 1Y | +36.7% | -33.2% | +69.9% | +51.0% |
| 3Y | +178.2% | +4.5% | +173.7% | +171.0% |
| 5Y | +515.8% | +15.5% | +500.2% | +474.7% |
| 10Y | +411.8% | +217.2% | +194.6% | +259.2% |
| All | +17,150.5% | +9,745.6% | +7,404.8% | +4,618.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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