+211.9%
ROL vs CAG
-35.0%
+246.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.2% |
| 7D | -3.4% | -5.3% | +1.8% | -2.2% |
| 30D | -6.9% | +1.0% | -7.9% | -7.2% |
| 3M | -24.6% | +17.4% | -42.0% | -27.6% |
| 6M | -39.5% | -16.8% | -22.7% | -37.0% |
| YTD | -41.1% | -6.8% | -34.3% | -40.5% |
| 1Y | -37.9% | -15.4% | -22.6% | -35.9% |
| 3Y | +0.8% | -37.1% | +37.9% | +10.7% |
| 5Y | -4.7% | -41.3% | +36.6% | +5.8% |
| All | +211.9% | -35.0% | +246.8% | +232.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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