-29.1%
ROL vs CAI
-14.7%
-14.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.8% | +6.4% | +2.6% |
| 7D | +3.0% | -8.7% | +11.7% | +3.2% |
| 30D | +19.8% | -23.8% | +43.6% | +20.1% |
| 3M | +7.9% | +3.9% | +4.0% | +6.6% |
| 6M | -25.6% | +56.8% | -82.5% | -28.4% |
| YTD | -34.1% | -14.6% | -19.5% | -34.2% |
| 1Y | -31.4% | -5.2% | -26.2% | -32.0% |
| All | -29.1% | -14.7% | -14.4% | -29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling