-37.0%
ROL vs CAI
-9.9%
-27.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.8% | +0.4% |
| 7D | -3.2% | -2.9% | -0.2% | -3.0% |
| 30D | -4.9% | +9.3% | -14.2% | -5.4% |
| 3M | -25.8% | +35.2% | -61.0% | -26.9% |
| 6M | -37.6% | +30.7% | -68.3% | -38.7% |
| YTD | -41.5% | -9.8% | -31.7% | -41.1% |
| 1Y | -39.5% | -28.9% | -10.6% | -38.4% |
| All | -37.0% | -9.9% | -27.1% | -36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling