+220.7%
ROL vs CG
+278.5%
-57.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.5% | +2.4% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +19.8% | +11.2% | +8.6% | +17.5% |
| 3M | +7.9% | -22.1% | +30.0% | +12.4% |
| 6M | -25.6% | -17.9% | -7.7% | -23.5% |
| YTD | -34.1% | -31.3% | -2.8% | -30.5% |
| 1Y | -31.4% | -24.0% | -7.4% | -29.0% |
| 3Y | +4.7% | +45.0% | -40.3% | -9.4% |
| 5Y | +15.6% | -22.6% | +38.2% | +12.7% |
| All | +220.7% | +278.5% | -57.7% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling