+13.6%
ROL vs CG
-22.2%
+35.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +9.5% | -1.2% | +10.7% | +9.6% |
| 30D | +22.9% | +5.0% | +17.9% | +22.1% |
| 3M | +3.5% | -18.2% | +21.7% | +5.8% |
| 6M | -29.4% | -20.7% | -8.7% | -27.7% |
| YTD | -36.1% | -31.4% | -4.6% | -33.6% |
| 1Y | -34.4% | -22.3% | -12.1% | -33.0% |
| 3Y | +4.0% | +50.2% | -46.2% | -9.4% |
| All | +13.6% | -22.2% | +35.7% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling