+5,315.6%
CL vs ROL
+9,562.4%
-4,246.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.7% |
| 7D | +1.3% | +9.5% | -8.2% | -0.6% |
| 30D | +11.4% | +22.9% | -11.6% | +6.6% |
| 3M | +4.4% | +3.5% | +0.9% | +3.5% |
| 6M | +10.8% | -29.4% | +40.2% | +18.7% |
| YTD | +25.1% | -36.1% | +61.2% | +36.6% |
| 1Y | +28.0% | -34.4% | +62.3% | +38.9% |
| 3Y | +37.6% | +4.0% | +33.6% | +35.1% |
| 5Y | +39.7% | +13.2% | +26.5% | +33.2% |
| 10Y | +75.8% | +219.7% | -143.9% | +33.8% |
| All | +5,315.6% | +9,562.4% | -4,246.8% | +1,821.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling