+678.9%
ROL vs CPAY
+1,565.5%
-886.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.6% |
| 7D | -1.4% | +2.1% | -3.5% | -2.0% |
| 30D | -4.1% | +5.5% | -9.6% | -5.5% |
| 3M | -22.5% | +16.6% | -39.1% | -25.6% |
| 6M | -37.7% | +26.7% | -64.3% | -41.7% |
| YTD | -39.6% | +38.4% | -77.9% | -45.0% |
| 1Y | -36.0% | +30.1% | -66.2% | -41.0% |
| 3Y | -5.1% | +52.6% | -57.7% | -18.3% |
| 5Y | -3.4% | +59.0% | -62.3% | -19.3% |
| 10Y | +215.2% | +148.4% | +66.9% | +117.1% |
| All | +678.9% | +1,565.5% | -886.6% | +140.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling