+4.7%
ROL vs CAG
-36.3%
+41.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.3% |
| 7D | +3.0% | -3.3% | +6.3% | +3.8% |
| 30D | +19.8% | +7.7% | +12.1% | +17.7% |
| 3M | +7.9% | -3.2% | +11.1% | +8.3% |
| 6M | -25.6% | +7.0% | -32.6% | -27.0% |
| YTD | -34.1% | -9.0% | -25.2% | -33.5% |
| 1Y | -31.4% | -9.6% | -21.8% | -30.7% |
| 3Y | +4.7% | -36.0% | +40.7% | +14.3% |
| All | +4.7% | -36.3% | +41.0% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling