+9,030.3%
ROL vs CNP
+1,826.3%
+7,203.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -4.1% | -1.8% | -2.3% | -3.8% |
| 3M | -22.5% | -4.6% | -17.9% | -21.8% |
| 6M | -37.7% | -8.8% | -28.8% | -36.6% |
| YTD | -39.6% | +5.2% | -44.8% | -40.3% |
| 1Y | -36.0% | +8.3% | -44.3% | -37.1% |
| 3Y | -5.1% | +54.9% | -60.0% | -13.2% |
| 5Y | -3.4% | +73.5% | -76.9% | -13.5% |
| 10Y | +215.2% | +139.1% | +76.1% | +158.9% |
| All | +9,030.3% | +1,826.3% | +7,203.9% | +5,085.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling