-4.7%
ROL vs CNP
+76.4%
-81.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.7% | -3.0% |
| 7D | -3.4% | +1.6% | -5.1% | -4.1% |
| 30D | -6.9% | -0.8% | -6.2% | -6.7% |
| 3M | -24.6% | -3.6% | -21.0% | -23.7% |
| 6M | -39.5% | -6.9% | -32.6% | -38.0% |
| YTD | -41.1% | +6.4% | -47.5% | -42.9% |
| 1Y | -37.9% | +9.9% | -47.9% | -40.7% |
| 3Y | +0.8% | +53.1% | -52.3% | -16.1% |
| 5Y | -4.7% | +72.0% | -76.6% | -24.8% |
| All | -4.7% | +76.4% | -81.1% | -24.8% |
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 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