+6,160.5%
ROL vs CRL
+1,379.5%
+4,781.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.8% |
| 7D | -1.4% | -1.0% | -0.4% | -1.2% |
| 30D | -4.1% | +10.7% | -14.7% | -6.4% |
| 3M | -22.5% | +55.3% | -77.8% | -30.5% |
| 6M | -37.7% | +60.7% | -98.3% | -45.2% |
| YTD | -39.6% | +44.6% | -84.2% | -45.8% |
| 1Y | -36.0% | +77.7% | -113.8% | -45.7% |
| 3Y | -5.1% | +37.6% | -42.8% | -18.8% |
| 5Y | -3.4% | -35.8% | +32.4% | -1.8% |
| 10Y | +215.2% | +241.7% | -26.5% | +96.4% |
| All | +6,160.5% | +1,379.5% | +4,781.0% | +2,744.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling