+245.6%
CB vs ROP
+181.1%
+64.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | +0.7% | +0.2% | +0.5% | +0.6% |
| 30D | +8.2% | +30.3% | -22.1% | -4.5% |
| 3M | +6.3% | +17.8% | -11.5% | -1.9% |
| 6M | +16.2% | +38.9% | -22.7% | -1.3% |
| YTD | +19.3% | +7.6% | +11.7% | +13.7% |
| 1Y | +29.2% | +6.5% | +22.7% | +23.6% |
| 3Y | +71.4% | -6.3% | +77.7% | +72.0% |
| 5Y | +104.2% | +0.9% | +103.3% | +93.8% |
| All | +245.6% | +181.1% | +64.5% | +114.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling