+0.1%
ROL vs CPAY
+49.1%
-49.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -3.2% | -2.0% | -1.2% | -2.9% |
| 30D | -4.9% | -0.4% | -4.5% | -4.9% |
| 3M | -25.8% | +16.4% | -42.2% | -27.5% |
| 6M | -37.6% | +23.5% | -61.1% | -39.7% |
| YTD | -41.5% | +35.7% | -77.1% | -44.3% |
| 1Y | -39.5% | +30.2% | -69.7% | -41.9% |
| 3Y | +0.1% | +49.7% | -49.6% | -4.2% |
| All | +0.1% | +49.1% | -49.0% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling