+76.3%
CL vs ROL
+222.1%
-145.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.8% |
| 7D | +0.5% | +7.5% | -7.0% | -1.5% |
| 30D | +11.6% | +21.1% | -9.5% | +5.7% |
| 3M | +5.6% | +3.1% | +2.5% | +4.4% |
| 6M | +13.2% | -27.4% | +40.6% | +23.2% |
| YTD | +26.9% | -34.7% | +61.6% | +41.8% |
| 1Y | +27.3% | -32.9% | +60.3% | +41.1% |
| 3Y | +39.7% | +6.1% | +33.6% | +34.9% |
| 5Y | +41.3% | +16.3% | +25.0% | +30.7% |
| 10Y | +76.3% | +214.9% | -138.6% | +15.7% |
| All | +76.3% | +222.1% | -145.8% | +15.7% |
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 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