+214.7%
ROL vs CMS
+134.3%
+80.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +3.4% | +0.5% | +2.9% | +3.2% |
| 30D | +20.8% | +7.4% | +13.3% | +17.3% |
| 3M | +3.7% | +1.9% | +1.9% | +2.9% |
| 6M | -27.7% | -2.3% | -25.3% | -27.1% |
| YTD | -34.9% | +3.0% | -37.9% | -35.9% |
| 1Y | -33.3% | -2.8% | -30.5% | -32.8% |
| 3Y | +4.3% | +37.9% | -33.6% | -9.1% |
| 5Y | +15.0% | +34.0% | -19.0% | +0.6% |
| 10Y | +214.7% | +138.1% | +76.6% | +141.9% |
| All | +214.7% | +134.3% | +80.4% | +141.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling