+316.7%
CAG vs ROP
+25,523.2%
-25,206.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | -0.5% |
| 7D | -3.8% | -4.4% | +0.6% | -3.3% |
| 30D | +3.1% | +3.2% | -0.1% | +2.7% |
| 3M | +23.5% | +23.1% | +0.4% | +20.4% |
| 6M | -14.8% | +13.3% | -28.2% | -16.2% |
| YTD | -5.4% | -7.9% | +2.4% | -4.9% |
| 1Y | -11.8% | -22.1% | +10.3% | -9.5% |
| 3Y | -36.7% | -16.8% | -19.9% | -35.7% |
| 5Y | -40.3% | -13.5% | -26.7% | -39.8% |
| 10Y | -37.0% | +137.7% | -174.7% | -43.1% |
| All | +316.7% | +25,523.2% | -25,206.5% | +190.1% |
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