-36.0%
ROL vs CAI
-31.3%
-4.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.4% | -2.2% | +0.8% | -1.3% |
| 30D | -4.1% | +52.4% | -56.5% | -6.2% |
| 3M | -22.5% | +45.1% | -67.6% | -24.1% |
| 6M | -37.7% | +26.2% | -63.9% | -38.5% |
| YTD | -39.6% | -7.1% | -32.5% | -38.6% |
| 1Y | -36.0% | -31.0% | -5.0% | -33.4% |
| All | -36.0% | -31.3% | -4.8% | -33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling