+16.0%
ROL vs CPB
-33.2%
+49.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +1.8% |
| 7D | +3.0% | -1.6% | +4.5% | +3.4% |
| 30D | +19.8% | +19.2% | +0.6% | +14.8% |
| 3M | +7.9% | -0.9% | +8.8% | +7.6% |
| 6M | -25.6% | +15.2% | -40.9% | -28.5% |
| YTD | -34.1% | -13.1% | -21.1% | -32.8% |
| 1Y | -31.4% | -22.4% | -9.0% | -28.2% |
| 3Y | +4.7% | -35.3% | +40.0% | +12.6% |
| All | +16.0% | -33.2% | +49.2% | +18.3% |
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