+7,262.2%
CB vs ROL
+4,322.2%
+2,939.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +2.6% | +11.7% | -9.2% | -1.4% |
| 30D | +11.2% | +27.7% | -16.5% | +2.0% |
| 3M | +5.7% | +3.7% | +2.1% | +4.0% |
| 6M | +15.9% | -27.8% | +43.7% | +28.7% |
| YTD | +20.2% | -34.7% | +54.8% | +37.6% |
| 1Y | +32.4% | -34.1% | +66.5% | +50.9% |
| 3Y | +75.5% | +5.9% | +69.6% | +67.3% |
| 5Y | +105.5% | +15.6% | +89.8% | +85.7% |
| 10Y | +258.5% | +226.5% | +32.0% | +111.6% |
| All | +7,262.2% | +4,322.2% | +2,939.9% | +1,589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling