-10.0%
CRM vs ROL
-34.1%
+24.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.8% | -0.5% | +2.0% |
| 7D | -6.2% | +14.6% | -20.8% | -7.3% |
| 30D | -1.2% | +29.3% | -30.4% | -3.1% |
| 3M | +19.1% | +2.0% | +17.1% | +18.4% |
| 6M | +23.0% | -28.5% | +51.5% | +20.7% |
| YTD | -13.7% | -35.3% | +21.6% | -17.9% |
| 1Y | -10.0% | -34.7% | +24.7% | -15.7% |
| All | -10.0% | -34.1% | +24.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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