-34.7%
ROL vs CRL
+85.3%
-120.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.3% | +10.0% | +2.3% |
| 7D | +14.6% | -12.8% | +27.3% | +13.7% |
| 30D | +29.3% | +5.0% | +24.3% | +29.4% |
| 3M | +2.0% | +39.4% | -37.4% | +3.0% |
| 6M | -28.5% | +89.4% | -117.9% | -27.8% |
| YTD | -35.3% | +63.6% | -98.9% | -35.0% |
| 1Y | -34.7% | +83.5% | -118.2% | -35.0% |
| All | -34.7% | +85.3% | -120.0% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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