+301.1%
CAG vs ROP
+30,173.0%
-29,871.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | -3.3% | +0.7% | -4.1% | -3.4% |
| 30D | +7.7% | +28.8% | -21.1% | +4.5% |
| 3M | -3.2% | +21.1% | -24.2% | -5.4% |
| 6M | +7.0% | +52.5% | -45.6% | +1.6% |
| YTD | -9.0% | +8.9% | -17.8% | -10.3% |
| 1Y | -9.6% | +8.2% | -17.8% | -10.8% |
| 3Y | -36.0% | -5.2% | -30.8% | -36.0% |
| 5Y | -40.9% | +1.7% | -42.6% | -41.6% |
| 10Y | -37.3% | +185.4% | -222.7% | -44.6% |
| All | +301.1% | +30,173.0% | -29,871.9% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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