-34.7%
ROL vs CF
+35.9%
-70.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.4% | +7.1% | +2.7% |
| 7D | +14.6% | -6.9% | +21.4% | +14.5% |
| 30D | +29.3% | -3.7% | +33.0% | +29.2% |
| 3M | +2.0% | -5.0% | +7.0% | +1.8% |
| 6M | -28.5% | -10.5% | -18.1% | -28.6% |
| YTD | -35.3% | +46.5% | -81.8% | -38.8% |
| 1Y | -34.7% | +34.8% | -69.5% | -37.6% |
| All | -34.7% | +35.9% | -70.6% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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