+238.9%
CRM vs ROL
+211.6%
+27.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.5% | +1.7% |
| 7D | -4.4% | -3.2% | -1.3% | -3.2% |
| 30D | +28.1% | -4.9% | +33.0% | +30.6% |
| 3M | +48.8% | -25.8% | +74.7% | +67.6% |
| 6M | +28.3% | -37.6% | +65.8% | +54.0% |
| YTD | -6.0% | -41.5% | +35.5% | +15.1% |
| 1Y | +1.4% | -39.5% | +40.9% | +22.0% |
| 3Y | +11.8% | +0.1% | +11.7% | +3.5% |
| 5Y | -2.0% | -4.6% | +2.6% | -10.1% |
| All | +238.9% | +211.6% | +27.3% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling