+13.6%
ROL vs CPB
-31.3%
+44.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | +9.5% | +8.0% | +1.5% | +7.4% |
| 30D | +22.9% | +22.4% | +0.6% | +17.2% |
| 3M | +3.5% | +2.5% | +1.0% | +2.4% |
| 6M | -29.4% | +12.2% | -41.6% | -31.7% |
| YTD | -36.1% | -12.8% | -23.2% | -34.8% |
| 1Y | -34.4% | -19.2% | -15.2% | -32.0% |
| 3Y | +4.0% | -35.6% | +39.6% | +12.0% |
| All | +13.6% | -31.3% | +44.9% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling