+9,030.3%
ROL vs CAG
+604.9%
+8,425.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | -1.4% | -3.8% | +2.4% | -0.5% |
| 30D | -4.1% | +3.1% | -7.2% | -4.9% |
| 3M | -22.5% | +23.5% | -46.0% | -26.7% |
| 6M | -37.7% | -14.8% | -22.8% | -35.4% |
| YTD | -39.6% | -5.4% | -34.1% | -39.2% |
| 1Y | -36.0% | -11.8% | -24.2% | -34.5% |
| 3Y | -5.1% | -36.7% | +31.5% | +4.3% |
| 5Y | -3.4% | -40.3% | +36.9% | +7.1% |
| 10Y | +215.2% | -37.0% | +252.3% | +231.7% |
| All | +9,030.3% | +604.9% | +8,425.4% | +5,479.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling