+214.9%
ROL vs CNP
+142.6%
+72.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +7.5% | -4.3% | +11.8% | +8.9% |
| 30D | +21.1% | +5.7% | +15.4% | +18.9% |
| 3M | +3.1% | +0.9% | +2.2% | +2.7% |
| 6M | -27.4% | -1.1% | -26.4% | -27.4% |
| YTD | -34.7% | +8.3% | -43.0% | -36.7% |
| 1Y | -32.9% | +5.9% | -38.8% | -34.5% |
| 3Y | +6.1% | +64.6% | -58.5% | -10.2% |
| 5Y | +16.3% | +74.6% | -58.2% | -3.5% |
| 10Y | +214.9% | +139.8% | +75.0% | +123.9% |
| All | +214.9% | +142.6% | +72.3% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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