+420.3%
ROL vs CFG
+358.2%
+62.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +3.4% | +0.7% | +2.7% | +3.3% |
| 30D | +20.8% | +2.8% | +18.0% | +20.2% |
| 3M | +3.7% | -10.1% | +13.8% | +5.5% |
| 6M | -27.7% | +3.2% | -30.8% | -28.2% |
| YTD | -34.9% | +14.2% | -49.1% | -36.5% |
| 1Y | -33.3% | +27.4% | -60.7% | -36.1% |
| 3Y | +4.3% | +187.6% | -183.3% | -14.6% |
| 5Y | +15.0% | +65.7% | -50.7% | +1.7% |
| 10Y | +214.7% | +219.7% | -5.0% | +125.5% |
| All | +420.3% | +358.2% | +62.2% | +238.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling