+103.2%
CB vs ROL
+13.1%
+90.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | +0.2% | +9.5% | -9.2% | -2.1% |
| 30D | +9.1% | +22.9% | -13.9% | +3.4% |
| 3M | +3.4% | +3.5% | -0.1% | +2.2% |
| 6M | +14.1% | -29.4% | +43.5% | +24.2% |
| YTD | +18.0% | -36.1% | +54.1% | +31.3% |
| 1Y | +30.1% | -34.4% | +64.5% | +43.6% |
| 3Y | +71.8% | +4.0% | +67.8% | +67.2% |
| All | +103.2% | +13.1% | +90.1% | +92.2% |
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