+9,745.6%
ROL vs CRS
+6,491.0%
+3,254.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | +0.8% | +4.4% | -3.6% | -0.1% |
| 30D | +20.6% | -19.1% | +39.7% | +24.2% |
| 3M | +4.5% | -43.2% | +47.7% | +14.5% |
| 6M | -26.5% | -28.9% | +2.4% | -23.4% |
| YTD | -34.8% | -3.0% | -31.9% | -36.5% |
| 1Y | -33.2% | -5.3% | -27.9% | -34.7% |
| 3Y | +4.5% | +363.5% | -359.1% | -28.5% |
| 5Y | +15.5% | +858.2% | -842.6% | -34.2% |
| 10Y | +217.2% | +862.9% | -645.7% | +56.9% |
| All | +9,745.6% | +6,491.0% | +3,254.7% | +2,467.4% |
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