+446.3%
ROL vs CNH
+64.7%
+381.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.0% | -3.6% | -0.2% |
| 7D | -1.4% | +23.3% | -24.7% | -4.9% |
| 30D | -4.1% | +33.5% | -37.5% | -8.7% |
| 3M | -22.5% | +32.7% | -55.2% | -26.5% |
| 6M | -37.7% | +22.2% | -59.8% | -40.3% |
| YTD | -39.6% | +57.7% | -97.3% | -44.7% |
| 1Y | -36.0% | +28.0% | -64.0% | -39.4% |
| 3Y | -5.1% | +11.5% | -16.7% | -9.8% |
| 5Y | -3.4% | +11.9% | -15.2% | -10.2% |
| 10Y | +215.2% | +162.8% | +52.5% | +135.4% |
| All | +446.3% | +64.7% | +381.7% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling