+16.0%
ROL vs CNI
+8.1%
+7.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.7% |
| 7D | +3.0% | +2.5% | +0.5% | +2.2% |
| 30D | +19.8% | +6.1% | +13.7% | +17.7% |
| 3M | +7.9% | +0.1% | +7.8% | +7.8% |
| 6M | -25.6% | +14.9% | -40.6% | -29.0% |
| YTD | -34.1% | +30.9% | -65.0% | -40.0% |
| 1Y | -31.4% | +33.9% | -65.3% | -38.0% |
| 3Y | +4.7% | +20.2% | -15.5% | -3.4% |
| All | +16.0% | +8.1% | +7.9% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling