+8.7%
CL vs ROL
-35.4%
+44.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | -4.8% | -4.1% | -0.7% | -3.9% |
| 3M | +4.9% | -22.5% | +27.4% | +11.0% |
| 6M | -5.7% | -37.7% | +31.9% | +3.9% |
| YTD | +14.4% | -39.6% | +54.0% | +25.1% |
| 1Y | +8.7% | -36.0% | +44.8% | +17.1% |
| All | +8.7% | -35.4% | +44.2% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling