-34.7%
ROL vs CFG
+34.2%
-68.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.3% |
| 7D | +14.6% | +1.8% | +12.8% | +14.1% |
| 30D | +29.3% | +3.3% | +26.0% | +28.4% |
| 3M | +2.0% | -9.8% | +11.8% | +3.8% |
| 6M | -28.5% | +5.2% | -33.7% | -29.8% |
| YTD | -35.3% | +16.1% | -51.4% | -37.1% |
| 1Y | -34.7% | +33.7% | -68.4% | -39.2% |
| All | -34.7% | +34.2% | -68.9% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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