+214.9%
ROL vs CMS
+127.7%
+87.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.5% | +1.9% |
| 7D | +7.5% | -0.9% | +8.4% | +7.9% |
| 30D | +21.1% | +7.1% | +14.1% | +17.9% |
| 3M | +3.1% | -1.3% | +4.4% | +3.7% |
| 6M | -27.4% | -2.7% | -24.8% | -26.7% |
| YTD | -34.7% | +2.6% | -37.3% | -35.6% |
| 1Y | -32.9% | -2.0% | -30.9% | -32.6% |
| 3Y | +6.1% | +39.6% | -33.5% | -7.9% |
| 5Y | +16.3% | +35.3% | -19.0% | +1.4% |
| 10Y | +214.9% | +132.3% | +82.5% | +142.7% |
| All | +214.9% | +127.7% | +87.2% | +142.7% |
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