-31.4%
ROL vs CRS
-14.1%
-17.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.2% | +2.4% |
| 7D | +3.0% | +4.8% | -1.8% | +3.4% |
| 30D | +19.8% | -23.2% | +42.9% | +16.8% |
| 3M | +7.9% | -45.5% | +53.4% | +3.2% |
| 6M | -25.6% | -33.1% | +7.5% | -29.4% |
| YTD | -34.1% | -7.2% | -26.9% | -37.8% |
| 1Y | -31.4% | -10.0% | -21.4% | -35.0% |
| All | -31.4% | -14.1% | -17.3% | -35.0% |
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