+0.8%
ROL vs CLBK
+55.4%
-54.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -3.4% | +1.1% | -4.6% | -3.5% |
| 30D | -6.9% | +7.8% | -14.7% | -7.4% |
| 3M | -24.6% | +23.9% | -48.5% | -25.8% |
| 6M | -39.5% | +42.3% | -81.8% | -41.1% |
| YTD | -41.1% | +65.4% | -106.5% | -43.3% |
| 1Y | -37.9% | +70.3% | -108.3% | -40.5% |
| 3Y | +0.8% | +54.5% | -53.7% | -5.4% |
| All | +0.8% | +55.4% | -54.6% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 3y: compounded portfolio wealth divided by compounded CLBK 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…
3y analysis · Full analysis span regression · 6 months rolling