-31.4%
ROL vs CMS
-2.7%
-28.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.8% |
| 7D | +3.0% | +1.7% | +1.2% | +2.2% |
| 30D | +19.8% | +6.2% | +13.6% | +17.0% |
| 3M | +7.9% | +0.6% | +7.3% | +7.0% |
| 6M | -25.6% | -1.8% | -23.9% | -25.6% |
| YTD | -34.1% | +3.8% | -38.0% | -34.3% |
| 1Y | -31.4% | -1.8% | -29.6% | -31.0% |
| All | -31.4% | -2.7% | -28.7% | -31.0% |
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