+205.1%
ROL vs CRS
+1,409.1%
-1,204.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | -3.2% | -4.1% | +0.9% | -2.9% |
| 30D | -6.6% | -16.6% | +10.0% | -5.2% |
| 3M | -27.3% | -14.3% | -13.0% | -26.6% |
| 6M | -38.1% | +11.6% | -49.7% | -39.2% |
| YTD | -41.8% | +42.6% | -84.3% | -44.3% |
| 1Y | -37.8% | +81.8% | -119.6% | -42.1% |
| 3Y | -0.3% | +632.1% | -632.4% | -21.7% |
| 5Y | -5.1% | +1,401.6% | -1,406.7% | -32.4% |
| All | +205.1% | +1,409.1% | -1,204.0% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling