+42.5%
CI vs ROL
-3.8%
+46.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +1.3% | -1.4% | +2.7% | +1.6% |
| 30D | +4.4% | -4.1% | +8.5% | +5.3% |
| 3M | +0.7% | -22.5% | +23.2% | +5.6% |
| 6M | +0.3% | -37.7% | +38.0% | +9.8% |
| YTD | +3.8% | -39.6% | +43.4% | +14.1% |
| 1Y | -5.5% | -36.0% | +30.5% | +2.6% |
| 3Y | +8.1% | -5.1% | +13.3% | +6.6% |
| All | +42.5% | -3.8% | +46.3% | +31.7% |
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