+16.0%
ROL vs CFG
+61.7%
-45.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +1.9% | +2.5% |
| 7D | +3.0% | +3.2% | -0.2% | +2.6% |
| 30D | +19.8% | +5.1% | +14.6% | +19.0% |
| 3M | +7.9% | -11.2% | +19.1% | +9.5% |
| 6M | -25.6% | +9.6% | -35.2% | -26.6% |
| YTD | -34.1% | +15.0% | -49.1% | -35.4% |
| 1Y | -31.4% | +29.9% | -61.3% | -33.8% |
| 3Y | +4.7% | +192.1% | -187.4% | -11.7% |
| All | +16.0% | +61.7% | -45.7% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling