-36.0%
ROL vs CRS
+102.1%
-138.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.5% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -4.1% | -16.6% | +12.5% | -4.7% |
| 3M | -22.5% | -3.5% | -19.0% | -23.1% |
| 6M | -37.7% | +15.4% | -53.1% | -38.4% |
| YTD | -39.6% | +51.2% | -90.8% | -40.2% |
| 1Y | -36.0% | +98.3% | -134.3% | -37.6% |
| All | -36.0% | +102.1% | -138.1% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling