-5.1%
ROL vs CNI
+11.3%
-16.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -3.2% | -1.1% | -2.1% | -2.9% |
| 30D | -6.6% | -3.5% | -3.1% | -5.7% |
| 3M | -27.3% | +2.2% | -29.5% | -27.9% |
| 6M | -38.1% | +15.1% | -53.2% | -41.0% |
| YTD | -41.8% | +24.7% | -66.4% | -46.0% |
| 1Y | -37.8% | +33.4% | -71.2% | -43.7% |
| 3Y | -0.3% | +19.5% | -19.8% | -8.2% |
| 5Y | -5.1% | +12.6% | -17.6% | -11.7% |
| All | -5.1% | +11.3% | -16.3% | -11.7% |
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