+214.9%
ROL vs CPB
-39.9%
+254.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.4% |
| 7D | +7.5% | +3.3% | +4.3% | +6.7% |
| 30D | +21.1% | +19.0% | +2.1% | +16.3% |
| 3M | +3.1% | +0.4% | +2.7% | +2.7% |
| 6M | -27.4% | +13.0% | -40.4% | -29.8% |
| YTD | -34.7% | -12.7% | -22.0% | -33.3% |
| 1Y | -32.9% | -20.9% | -12.1% | -30.0% |
| 3Y | +6.1% | -35.4% | +41.5% | +14.7% |
| 5Y | +16.3% | -32.3% | +48.6% | +23.5% |
| 10Y | +214.9% | -40.5% | +255.4% | +236.2% |
| All | +214.9% | -39.9% | +254.8% | +236.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling