+13.6%
ROL vs CNH
-14.7%
+28.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.8% | -2.4% |
| 7D | +9.5% | -1.7% | +11.2% | +9.7% |
| 30D | +22.9% | -7.2% | +30.2% | +23.7% |
| 3M | +3.5% | +6.5% | -3.0% | +2.6% |
| 6M | -29.4% | +7.9% | -37.3% | -30.3% |
| YTD | -36.1% | +26.6% | -62.6% | -38.1% |
| 1Y | -34.4% | +13.8% | -48.1% | -35.7% |
| 3Y | +4.0% | +9.2% | -5.2% | +0.5% |
| All | +13.6% | -14.7% | +28.2% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling