+32.2%
CB vs ROL
-34.1%
+66.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +1.6% |
| 7D | +5.3% | +14.6% | -9.3% | +2.7% |
| 30D | +13.2% | +29.3% | -16.1% | +8.3% |
| 3M | +7.8% | +2.0% | +5.7% | +6.7% |
| 6M | +15.8% | -28.5% | +44.3% | +21.1% |
| YTD | +21.0% | -35.3% | +56.3% | +27.1% |
| 1Y | +32.2% | -34.7% | +66.9% | +38.5% |
| All | +32.2% | -34.1% | +66.3% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling