-4.7%
ROL vs CG
+9.5%
-14.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.3% |
| 7D | -3.4% | -1.3% | -2.2% | -3.3% |
| 30D | -6.9% | -3.2% | -3.8% | -6.6% |
| 3M | -24.6% | +6.2% | -30.8% | -25.4% |
| 6M | -39.5% | -4.7% | -34.9% | -39.4% |
| YTD | -41.1% | -20.6% | -20.5% | -39.8% |
| 1Y | -37.9% | -26.4% | -11.6% | -36.0% |
| 3Y | +0.8% | +55.4% | -54.6% | -12.0% |
| 5Y | -4.7% | +9.8% | -14.5% | -9.8% |
| All | -4.7% | +9.5% | -14.2% | -9.8% |
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