+13.6%
ROL vs CNP
+73.6%
-60.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.8% |
| 7D | +9.5% | -4.2% | +13.7% | +11.2% |
| 30D | +22.9% | +5.5% | +17.4% | +20.2% |
| 3M | +3.5% | +0.6% | +3.0% | +3.1% |
| 6M | -29.4% | -2.8% | -26.5% | -28.9% |
| YTD | -36.1% | +7.9% | -43.9% | -38.5% |
| 1Y | -34.4% | +6.7% | -41.0% | -36.6% |
| 3Y | +4.0% | +61.1% | -57.1% | -15.5% |
| All | +13.6% | +73.6% | -60.0% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling