+28.0%
CB vs ROL
-31.8%
+59.8%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.6% |
| 7D | +2.9% | +3.0% | 0.0% | +2.4% |
| 30D | +7.3% | +19.8% | -12.5% | +3.8% |
| 3M | +9.4% | +7.9% | +1.5% | +7.3% |
| 6M | +19.6% | -25.6% | +45.3% | +24.4% |
| YTD | +21.5% | -34.1% | +55.6% | +27.2% |
| 1Y | +28.0% | -31.4% | +59.4% | +34.4% |
| All | +28.0% | -31.8% | +59.8% | +34.4% |
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 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