+411.3%
ROL vs CFG
+347.0%
+64.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.9% |
| 7D | +9.5% | -0.9% | +10.4% | +9.6% |
| 30D | +22.9% | +1.1% | +21.9% | +22.7% |
| 3M | +3.5% | -12.0% | +15.5% | +5.6% |
| 6M | -29.4% | -2.2% | -27.2% | -29.3% |
| YTD | -36.1% | +11.4% | -47.5% | -37.4% |
| 1Y | -34.4% | +27.8% | -62.2% | -37.2% |
| 3Y | +4.0% | +173.3% | -169.3% | -14.2% |
| 5Y | +13.2% | +62.4% | -49.2% | +0.5% |
| 10Y | +219.7% | +249.6% | -29.9% | +123.3% |
| All | +411.3% | +347.0% | +64.3% | +233.8% |
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