+30.9%
CL vs ROL
-4.8%
+35.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.2% | -1.4% | -0.8% | -1.8% |
| 30D | -4.8% | -4.1% | -0.7% | -3.8% |
| 3M | +4.9% | -22.5% | +27.4% | +11.8% |
| 6M | -5.7% | -37.7% | +31.9% | +5.9% |
| YTD | +14.4% | -39.6% | +54.0% | +28.8% |
| 1Y | +8.7% | -36.0% | +44.8% | +20.4% |
| All | +30.9% | -4.8% | +35.6% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling