+6,525.4%
ROL vs CRL
+1,630.9%
+4,894.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.8% | -9.9% | -3.8% |
| 7D | +9.5% | -6.1% | +15.6% | +10.6% |
| 30D | +22.9% | +12.4% | +10.5% | +19.1% |
| 3M | +3.5% | +27.1% | -23.6% | -2.9% |
| 6M | -29.4% | +85.7% | -115.1% | -40.0% |
| YTD | -36.1% | +69.2% | -105.3% | -45.1% |
| 1Y | -34.4% | +97.5% | -131.9% | -45.7% |
| 3Y | +4.0% | +86.1% | -82.1% | -17.8% |
| 5Y | +13.2% | -10.0% | +23.3% | +5.1% |
| 10Y | +219.7% | +395.0% | -175.3% | +80.7% |
| All | +6,525.4% | +1,630.9% | +4,894.5% | +2,780.2% |
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