+107.8%
CB vs ROP
+1.9%
+105.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +0.9% |
| 7D | +2.9% | +0.7% | +2.2% | +2.7% |
| 30D | +7.3% | +28.8% | -21.5% | -1.5% |
| 3M | +9.4% | +21.1% | -11.7% | +2.4% |
| 6M | +19.6% | +52.5% | -32.9% | +3.3% |
| YTD | +21.5% | +8.9% | +12.6% | +17.7% |
| 1Y | +28.0% | +8.2% | +19.8% | +24.2% |
| 3Y | +74.9% | -5.2% | +80.0% | +76.8% |
| All | +107.8% | +1.9% | +105.9% | +100.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling