+4.6%
ROL vs CDW
-25.0%
+29.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -1.4% | +3.2% | -4.6% | -1.6% |
| 30D | -4.1% | +9.3% | -13.4% | -4.5% |
| 3M | -22.5% | +9.8% | -32.3% | -23.0% |
| 6M | -37.7% | +23.3% | -61.0% | -38.8% |
| YTD | -39.6% | +13.7% | -53.2% | -40.2% |
| 1Y | -36.0% | -6.5% | -29.5% | -35.6% |
| All | +4.6% | -25.0% | +29.6% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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