-0.4%
ROL vs CRS
+636.8%
-637.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -3.3% | -0.5% | -2.7% | -3.3% |
| 30D | -7.2% | -18.1% | +10.9% | -6.9% |
| 3M | -27.0% | -12.4% | -14.5% | -27.0% |
| 6M | -39.5% | +15.9% | -55.4% | -40.3% |
| YTD | -41.8% | +45.8% | -87.6% | -43.1% |
| 1Y | -38.9% | +87.8% | -126.6% | -41.2% |
| All | -0.4% | +636.8% | -637.2% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling