+4,850.5%
CL vs ROL
+9,030.3%
-4,179.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | -2.2% | -1.4% | -0.8% | -1.9% |
| 30D | -4.8% | -4.1% | -0.7% | -4.0% |
| 3M | +4.9% | -22.5% | +27.4% | +10.5% |
| 6M | -5.7% | -37.7% | +31.9% | +3.9% |
| YTD | +14.4% | -39.6% | +54.0% | +26.6% |
| 1Y | +8.7% | -36.0% | +44.8% | +18.7% |
| 3Y | +30.0% | -5.1% | +35.1% | +29.9% |
| 5Y | +28.4% | -3.4% | +31.7% | +26.4% |
| 10Y | +50.1% | +215.2% | -165.2% | +14.8% |
| All | +4,850.5% | +9,030.3% | -4,179.8% | +1,680.6% |
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