-37.8%
ROL vs CAI
-29.0%
-8.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | +0.1% |
| 7D | -3.2% | -5.1% | +1.8% | -3.0% |
| 30D | -6.6% | +3.9% | -10.5% | -6.9% |
| 3M | -27.3% | +40.1% | -67.4% | -28.7% |
| 6M | -38.1% | +29.7% | -67.7% | -39.3% |
| YTD | -41.8% | -10.9% | -30.9% | -40.8% |
| 1Y | -37.8% | -28.0% | -9.8% | -35.5% |
| All | -37.8% | -29.0% | -8.8% | -35.5% |
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