-39.8%
ROL vs CPAY
+34.0%
-73.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -3.2% | -2.7% | -0.5% | -2.9% |
| 30D | -6.6% | +0.6% | -7.2% | -6.7% |
| 3M | -27.3% | +17.0% | -44.3% | -29.0% |
| 6M | -38.1% | +24.1% | -62.2% | -40.1% |
| YTD | -41.8% | +35.7% | -77.5% | -44.1% |
| All | -39.8% | +34.0% | -73.8% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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