-4.7%
ROL vs CLX
-35.2%
+30.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -1.0% | -2.1% |
| 7D | -3.4% | -3.5% | +0.1% | -2.5% |
| 30D | -6.9% | -11.9% | +4.9% | -4.0% |
| 3M | -24.6% | -2.6% | -22.0% | -24.3% |
| 6M | -39.5% | -18.2% | -21.4% | -36.8% |
| YTD | -41.1% | -5.9% | -35.2% | -40.7% |
| 1Y | -37.9% | -23.8% | -14.1% | -34.1% |
| 3Y | +0.8% | -33.6% | +34.4% | +10.2% |
| 5Y | -4.7% | -35.7% | +31.0% | +1.6% |
| All | -4.7% | -35.2% | +30.5% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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