+207.9%
ROL vs CRL
+241.6%
-33.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.7% | +0.1% | -2.1% |
| 7D | -3.4% | -0.6% | -2.9% | -3.3% |
| 30D | -6.9% | +5.0% | -11.9% | -7.8% |
| 3M | -24.6% | +50.6% | -75.2% | -30.6% |
| 6M | -39.5% | +60.9% | -100.5% | -45.5% |
| YTD | -41.1% | +40.7% | -81.9% | -45.7% |
| 1Y | -37.9% | +73.3% | -111.2% | -45.5% |
| 3Y | +0.8% | +40.6% | -39.8% | -11.4% |
| 5Y | -4.7% | -37.0% | +32.3% | +3.5% |
| 10Y | +207.9% | +244.3% | -36.4% | +103.8% |
| All | +207.9% | +241.6% | -33.7% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling