+9,030.3%
ROL vs CMS
+457.8%
+8,572.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -4.1% | -3.6% | -0.5% | -3.2% |
| 3M | -22.5% | -1.9% | -20.6% | -22.2% |
| 6M | -37.7% | -11.0% | -26.7% | -35.8% |
| YTD | -39.6% | +0.2% | -39.8% | -39.7% |
| 1Y | -36.0% | -1.3% | -34.7% | -35.9% |
| 3Y | -5.1% | +35.9% | -41.1% | -12.8% |
| 5Y | -3.4% | +23.1% | -26.5% | -9.2% |
| 10Y | +215.2% | +117.9% | +97.3% | +155.1% |
| All | +9,030.3% | +457.8% | +8,572.5% | +4,972.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling