+248.2%
CB vs ROP
+195.2%
+53.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.4% |
| 7D | +0.2% | +2.1% | -1.9% | -0.7% |
| 30D | +9.1% | +32.9% | -23.9% | -4.6% |
| 3M | +3.4% | +20.0% | -16.6% | -5.4% |
| 6M | +14.1% | +36.4% | -22.3% | -2.3% |
| YTD | +18.0% | +7.8% | +10.2% | +12.3% |
| 1Y | +30.1% | +8.0% | +22.1% | +23.6% |
| 3Y | +71.8% | -3.5% | +75.3% | +69.7% |
| 5Y | +101.8% | +1.5% | +100.4% | +91.0% |
| All | +248.2% | +195.2% | +53.0% | +115.1% |
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 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