+4.7%
ROL vs CRL
+97.9%
-93.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.6% |
| 7D | +3.0% | +0.1% | +2.8% | +3.0% |
| 30D | +19.8% | +11.9% | +7.9% | +19.3% |
| 3M | +7.9% | +20.2% | -12.3% | +7.2% |
| 6M | -25.6% | +107.5% | -133.2% | -28.1% |
| YTD | -34.1% | +69.4% | -103.6% | -35.8% |
| 1Y | -31.4% | +99.7% | -131.1% | -33.8% |
| 3Y | +4.7% | +98.8% | -94.1% | +1.4% |
| All | +4.7% | +97.9% | -93.2% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling