+84.9%
CL vs ROL
+211.1%
-126.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +2.6% | +3.4% | -0.8% | +1.6% |
| 30D | +11.8% | +20.8% | -9.0% | +5.9% |
| 3M | +5.9% | +3.7% | +2.2% | +4.6% |
| 6M | +13.3% | -27.7% | +41.0% | +23.5% |
| YTD | +27.1% | -34.9% | +62.0% | +42.1% |
| 1Y | +28.0% | -33.3% | +61.3% | +42.0% |
| 3Y | +39.4% | +4.3% | +35.1% | +35.3% |
| 5Y | +40.8% | +15.0% | +25.8% | +30.6% |
| 10Y | +84.9% | +214.7% | -129.8% | +25.8% |
| All | +84.9% | +211.1% | -126.2% | +25.8% |
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