+206.6%
ROL vs CNP
+137.0%
+69.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.2% | -1.4% | -1.7% | -2.7% |
| 30D | -4.9% | -2.9% | -2.0% | -4.1% |
| 3M | -25.8% | -7.5% | -18.3% | -24.1% |
| 6M | -37.6% | -7.9% | -29.7% | -36.1% |
| YTD | -41.5% | +3.7% | -45.2% | -42.4% |
| 1Y | -39.5% | +4.6% | -44.1% | -40.6% |
| 3Y | +0.1% | +49.1% | -49.0% | -12.5% |
| 5Y | -4.6% | +69.2% | -73.8% | -19.9% |
| All | +206.6% | +137.0% | +69.6% | +127.6% |
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