+246.7%
CB vs ROL
+214.5%
+32.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.0% | +0.8% | -1.8% | -1.3% |
| 30D | +7.3% | +20.6% | -13.3% | +1.5% |
| 3M | +7.0% | +4.5% | +2.5% | +5.4% |
| 6M | +16.3% | -26.5% | +42.9% | +26.6% |
| YTD | +19.7% | -34.8% | +54.6% | +34.5% |
| 1Y | +27.8% | -33.2% | +61.0% | +42.3% |
| 3Y | +72.0% | +4.5% | +67.6% | +65.7% |
| 5Y | +104.9% | +15.5% | +89.3% | +87.1% |
| 10Y | +246.7% | +217.2% | +29.5% | +128.0% |
| All | +246.7% | +214.5% | +32.2% | +128.0% |
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