+383.2%
ROL vs CFG
+396.4%
-13.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | +1.5% | -3.0% | -1.7% |
| 30D | -4.1% | -3.8% | -0.3% | -3.5% |
| 3M | -22.5% | +11.5% | -34.0% | -24.0% |
| 6M | -37.7% | +19.2% | -56.8% | -39.5% |
| YTD | -39.6% | +23.7% | -63.3% | -41.8% |
| 1Y | -36.0% | +38.8% | -74.9% | -39.6% |
| 3Y | -5.1% | +178.9% | -184.0% | -22.0% |
| 5Y | -3.4% | +101.8% | -105.2% | -17.4% |
| 10Y | +215.2% | +317.3% | -102.0% | +112.4% |
| All | +383.2% | +396.4% | -13.2% | +210.2% |
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 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