+71.4%
CB vs ROP
-5.2%
+76.7%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +8.2% | +30.3% | -22.1% | +0.6% |
| 3M | +6.3% | +17.8% | -11.5% | +1.5% |
| 6M | +16.2% | +38.9% | -22.7% | +5.9% |
| YTD | +19.3% | +7.6% | +11.7% | +17.0% |
| 1Y | +29.2% | +6.5% | +22.7% | +27.1% |
| 3Y | +71.4% | -6.3% | +77.7% | +74.3% |
| All | +71.4% | -5.2% | +76.7% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling