-37.3%
ROL vs CAI
-11.0%
-26.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -1.0% |
| 7D | -3.3% | -3.1% | -0.2% | -3.1% |
| 30D | -7.2% | +2.7% | -9.9% | -7.4% |
| 3M | -27.0% | +41.7% | -68.7% | -28.3% |
| 6M | -39.5% | +26.5% | -66.0% | -40.5% |
| YTD | -41.8% | -10.9% | -30.9% | -41.4% |
| 1Y | -38.9% | -29.2% | -9.6% | -37.8% |
| All | -37.3% | -11.0% | -26.3% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling