+16.3%
ROL vs CAG
-38.8%
+55.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | +7.5% | +4.6% | +2.9% | +6.1% |
| 30D | +21.1% | +14.7% | +6.5% | +16.7% |
| 3M | +3.1% | +2.4% | +0.8% | +2.2% |
| 6M | -27.4% | +10.7% | -38.1% | -29.7% |
| YTD | -34.7% | -5.5% | -29.2% | -34.5% |
| 1Y | -32.9% | -4.6% | -28.4% | -32.9% |
| 3Y | +6.1% | -34.4% | +40.6% | +15.5% |
| 5Y | +16.3% | -39.2% | +55.5% | +24.4% |
| All | +16.3% | -38.8% | +55.1% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling