+140.4%
CI vs ROL
+203.4%
-63.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.7% | -1.0% |
| 7D | -2.0% | -3.4% | +1.4% | -0.9% |
| 30D | -1.8% | -6.9% | +5.1% | +0.5% |
| 3M | -4.2% | -24.6% | +20.4% | +4.6% |
| 6M | +2.7% | -39.5% | +42.2% | +20.3% |
| YTD | +1.9% | -41.1% | +43.0% | +20.0% |
| 1Y | -6.3% | -37.9% | +31.7% | +7.9% |
| 3Y | +3.9% | +0.8% | +3.1% | -1.4% |
| 5Y | +41.9% | -4.7% | +46.6% | +34.1% |
| 10Y | +140.4% | +207.9% | -67.5% | +49.3% |
| All | +140.4% | +203.4% | -63.0% | +49.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling