+4.0%
ROL vs CDW
-21.8%
+25.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | +9.5% | +2.1% | +7.4% | +9.3% |
| 30D | +22.9% | +14.7% | +8.2% | +22.0% |
| 3M | +3.5% | +11.1% | -7.6% | +2.9% |
| 6M | -29.4% | +45.6% | -75.0% | -31.3% |
| YTD | -36.1% | +17.1% | -53.1% | -36.8% |
| 1Y | -34.4% | +13.2% | -47.5% | -35.0% |
| 3Y | +4.0% | -22.2% | +26.2% | +4.2% |
| All | +4.0% | -21.8% | +25.8% | +4.2% |
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