+248.2%
CB vs ROL
+216.1%
+32.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | +0.2% | +9.5% | -9.2% | -2.4% |
| 30D | +9.1% | +22.9% | -13.9% | +2.6% |
| 3M | +3.4% | +3.5% | -0.1% | +2.1% |
| 6M | +14.1% | -29.4% | +43.5% | +25.7% |
| YTD | +18.0% | -36.1% | +54.1% | +33.3% |
| 1Y | +30.1% | -34.4% | +64.5% | +45.7% |
| 3Y | +71.8% | +4.0% | +67.8% | +65.7% |
| 5Y | +101.8% | +13.2% | +88.6% | +85.4% |
| All | +248.2% | +216.1% | +32.1% | +131.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling