+101.0%
CB vs ROL
-3.8%
+104.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | +0.5% | -1.4% | +1.9% | +0.8% |
| 30D | -3.1% | -4.1% | +1.0% | -2.2% |
| 3M | +9.0% | -22.5% | +31.5% | +15.4% |
| 6M | +2.9% | -37.7% | +40.5% | +14.7% |
| YTD | +10.1% | -39.6% | +49.7% | +23.2% |
| 1Y | +22.8% | -36.0% | +58.8% | +35.2% |
| 3Y | +73.8% | -5.1% | +78.9% | +74.5% |
| All | +101.0% | -3.8% | +104.8% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling