+49.3%
CI vs ROL
+13.5%
+35.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.4% |
| 7D | -1.7% | -1.7% | 0.0% | -1.3% |
| 30D | +4.9% | +18.5% | -13.7% | +0.9% |
| 3M | +7.4% | +4.3% | +3.0% | +6.1% |
| 6M | +0.4% | -27.7% | +28.1% | +7.0% |
| YTD | +9.5% | -35.8% | +45.3% | +19.4% |
| 1Y | +12.0% | -34.1% | +46.1% | +21.4% |
| 3Y | +7.1% | +2.9% | +4.2% | +2.8% |
| 5Y | +49.3% | +12.7% | +36.6% | +35.1% |
| All | +49.3% | +13.5% | +35.9% | +35.1% |
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