+246.7%
CB vs ROL
+209.5%
+37.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.8% |
| 7D | +0.7% | +2.9% | -2.2% | -0.1% |
| 30D | +8.2% | +20.1% | -12.0% | +2.4% |
| 3M | +6.3% | +3.2% | +3.1% | +5.0% |
| 6M | +16.2% | -28.0% | +44.2% | +27.2% |
| YTD | +19.3% | -35.3% | +54.6% | +34.3% |
| 1Y | +29.2% | -33.6% | +62.9% | +44.2% |
| 3Y | +71.4% | +3.8% | +67.7% | +65.5% |
| 5Y | +104.2% | +14.4% | +89.9% | +87.1% |
| 10Y | +246.7% | +213.1% | +33.6% | +128.8% |
| All | +246.7% | +209.5% | +37.2% | +128.8% |
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