-0.5%
ROL vs CRL
-35.5%
+35.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | -4.1% | +10.7% | -14.7% | -5.1% |
| 3M | -22.5% | +55.3% | -77.8% | -26.2% |
| 6M | -37.7% | +60.7% | -98.3% | -41.1% |
| YTD | -39.6% | +44.6% | -84.2% | -42.3% |
| 1Y | -36.0% | +77.7% | -113.8% | -40.6% |
| 3Y | -5.1% | +37.6% | -42.8% | -10.7% |
| All | -0.5% | -35.5% | +35.0% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling