-37.9%
ROL vs CNP
+9.0%
-46.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -2.8% |
| 7D | -3.4% | +1.6% | -5.1% | -3.8% |
| 30D | -6.9% | -0.8% | -6.2% | -6.8% |
| 3M | -24.6% | -3.6% | -21.0% | -24.0% |
| 6M | -39.5% | -6.9% | -32.6% | -38.6% |
| YTD | -41.1% | +6.4% | -47.5% | -42.3% |
| 1Y | -37.9% | +9.9% | -47.9% | -40.8% |
| All | -37.9% | +9.0% | -46.9% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling