+214.9%
ROL vs CRL
+400.8%
-186.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.7% | -2.6% | +1.3% |
| 7D | +7.5% | +4.4% | +3.1% | +6.6% |
| 30D | +21.1% | +17.1% | +4.1% | +17.4% |
| 3M | +3.1% | +32.1% | -28.9% | -2.5% |
| 6M | -27.4% | +98.9% | -126.4% | -37.1% |
| YTD | -34.7% | +77.1% | -111.9% | -42.6% |
| 1Y | -32.9% | +110.3% | -143.2% | -43.2% |
| 3Y | +6.1% | +108.5% | -102.4% | -14.9% |
| 5Y | +16.3% | -7.9% | +24.2% | +15.5% |
| 10Y | +214.9% | +368.9% | -154.1% | +96.7% |
| All | +214.9% | +400.8% | -186.0% | +96.7% |
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