-39.5%
ROL vs CRS
+79.6%
-119.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | -3.2% | -6.8% | +3.6% | -3.4% |
| 30D | -4.9% | -16.1% | +11.2% | -5.5% |
| 3M | -25.8% | -21.2% | -4.7% | -26.5% |
| 6M | -37.6% | +8.7% | -46.2% | -38.5% |
| YTD | -41.5% | +41.0% | -82.5% | -42.4% |
| 1Y | -39.5% | +82.7% | -122.1% | -41.7% |
| All | -39.5% | +79.6% | -119.1% | -41.7% |
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 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