-34.7%
ROL vs CPB
-18.4%
-16.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.9% | -3.2% | +1.1% |
| 7D | +14.6% | +13.0% | +1.6% | +10.8% |
| 30D | +29.3% | +20.5% | +8.8% | +23.0% |
| 3M | +2.0% | +2.2% | -0.2% | -0.1% |
| 6M | -28.5% | +15.4% | -43.9% | -31.6% |
| YTD | -35.3% | -12.3% | -23.0% | -35.4% |
| 1Y | -34.7% | -18.0% | -16.7% | -33.2% |
| All | -34.7% | -18.4% | -16.3% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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