+89.6%
CL vs ROL
+221.5%
-131.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.1% |
| 7D | +3.2% | +3.0% | +0.2% | +2.4% |
| 30D | +8.0% | +19.8% | -11.7% | +2.6% |
| 3M | +7.9% | +7.9% | 0.0% | +5.3% |
| 6M | +14.7% | -25.6% | +40.4% | +24.0% |
| YTD | +29.2% | -34.1% | +63.3% | +43.9% |
| 1Y | +29.5% | -31.4% | +60.9% | +42.6% |
| 3Y | +40.7% | +4.7% | +36.0% | +36.4% |
| 5Y | +43.9% | +15.6% | +28.2% | +33.3% |
| All | +89.6% | +221.5% | -131.9% | +29.9% |
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