+206.6%
ROL vs CNI
+138.2%
+68.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -3.2% | -0.4% | -2.8% | -3.0% |
| 30D | -4.9% | -2.7% | -2.2% | -4.0% |
| 3M | -25.8% | +3.9% | -29.7% | -27.1% |
| 6M | -37.6% | +16.4% | -53.9% | -41.4% |
| YTD | -41.5% | +25.8% | -67.3% | -46.9% |
| 1Y | -39.5% | +32.4% | -71.9% | -46.2% |
| 3Y | +0.1% | +19.1% | -18.9% | -8.9% |
| 5Y | -4.6% | +13.6% | -18.2% | -12.8% |
| All | +206.6% | +138.2% | +68.4% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 10y: compounded portfolio wealth divided by compounded CNI 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…
10y analysis · Full analysis span regression · 6 months rolling