+139.1%
CI vs ROL
+203.4%
-64.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | +0.2% | -1.5% |
| 7D | -2.6% | -3.4% | +0.9% | -1.4% |
| 30D | -2.4% | -6.9% | +4.6% | -0.1% |
| 3M | -4.8% | -24.6% | +19.8% | +4.0% |
| 6M | +2.1% | -39.5% | +41.7% | +19.7% |
| YTD | +1.4% | -41.1% | +42.5% | +19.4% |
| 1Y | -6.8% | -37.9% | +31.2% | +7.3% |
| 3Y | +3.3% | +0.8% | +2.5% | -1.9% |
| 5Y | +41.1% | -4.7% | +45.8% | +33.4% |
| 10Y | +139.1% | +207.9% | -68.8% | +48.5% |
| All | +139.1% | +203.4% | -64.3% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling