+9,850.6%
ROL vs CRS
+6,203.6%
+3,646.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.7% | +5.2% | +3.0% |
| 7D | +3.0% | +4.8% | -1.8% | +2.0% |
| 30D | +19.8% | -23.2% | +42.9% | +24.5% |
| 3M | +7.9% | -45.5% | +53.4% | +19.0% |
| 6M | -25.6% | -33.1% | +7.5% | -21.7% |
| YTD | -34.1% | -7.2% | -26.9% | -35.3% |
| 1Y | -31.4% | -10.0% | -21.4% | -32.3% |
| 3Y | +4.7% | +332.3% | -327.6% | -27.4% |
| 5Y | +15.6% | +801.9% | -786.3% | -33.5% |
| 10Y | +220.6% | +820.9% | -600.3% | +59.8% |
| All | +9,850.6% | +6,203.6% | +3,646.9% | +2,514.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling