+104.2%
CB vs ROL
+16.5%
+87.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +0.7% | +3.4% | -2.7% | -0.2% |
| 30D | +8.2% | +20.8% | -12.6% | +3.0% |
| 3M | +6.3% | +3.7% | +2.6% | +5.0% |
| 6M | +16.2% | -27.7% | +43.8% | +25.7% |
| YTD | +19.3% | -34.9% | +54.3% | +32.2% |
| 1Y | +29.2% | -33.3% | +62.5% | +42.0% |
| 3Y | +71.4% | +4.3% | +67.1% | +66.7% |
| 5Y | +104.2% | +15.0% | +89.3% | +91.9% |
| All | +104.2% | +16.5% | +87.8% | +91.9% |
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