+4.7%
ROL vs CNH
+29.5%
-24.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | +3.0% | +3.0% | 0.0% | +2.8% |
| 30D | +19.8% | -0.6% | +20.4% | +19.7% |
| 3M | +7.9% | +14.6% | -6.7% | +7.1% |
| 6M | -25.6% | +11.8% | -37.4% | -26.2% |
| YTD | -34.1% | +30.4% | -64.6% | -35.0% |
| 1Y | -31.4% | +19.1% | -50.4% | -32.0% |
| 3Y | +4.7% | +30.2% | -25.5% | +5.4% |
| All | +4.7% | +29.5% | -24.8% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 3y: compounded portfolio wealth divided by compounded CNH 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…
3y analysis · Full analysis span regression · 6 months rolling