+5,676.4%
CRM vs ROL
+2,377.7%
+3,298.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.4% |
| 7D | -5.0% | -3.3% | -1.7% | -3.4% |
| 30D | +23.6% | -7.2% | +30.8% | +27.9% |
| 3M | +39.6% | -27.0% | +66.6% | +61.9% |
| 6M | +23.4% | -39.5% | +63.0% | +55.5% |
| YTD | -7.4% | -41.8% | +34.4% | +18.0% |
| 1Y | -2.3% | -38.9% | +36.6% | +20.8% |
| 3Y | +10.5% | -0.4% | +10.9% | +3.8% |
| 5Y | -4.7% | -4.2% | -0.5% | -11.2% |
| 10Y | +234.7% | +208.2% | +26.5% | +61.8% |
| All | +5,676.4% | +2,377.7% | +3,298.7% | +804.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling