-34.7%
ROL vs CMS
+1.4%
-36.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.2% |
| 7D | +14.6% | +4.1% | +10.5% | +12.6% |
| 30D | +29.3% | +10.9% | +18.4% | +24.5% |
| 3M | +2.0% | -0.2% | +2.2% | +1.5% |
| 6M | -28.5% | -4.7% | -23.8% | -27.8% |
| YTD | -35.3% | +3.9% | -39.2% | -35.6% |
| 1Y | -34.7% | +0.4% | -35.0% | -34.6% |
| All | -34.7% | +1.4% | -36.1% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 1y: compounded portfolio wealth divided by compounded CMS 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…
1y analysis · Full analysis span regression · 6 months rolling