+101.0%
CB vs ROP
-13.6%
+114.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -0.7% |
| 7D | +0.5% | -4.4% | +4.9% | +2.0% |
| 30D | -3.1% | +3.2% | -6.3% | -4.2% |
| 3M | +9.0% | +23.1% | -14.1% | +1.4% |
| 6M | +2.9% | +13.3% | -10.5% | -1.9% |
| YTD | +10.1% | -7.9% | +18.0% | +13.0% |
| 1Y | +22.8% | -22.1% | +44.8% | +34.3% |
| 3Y | +73.8% | -16.8% | +90.6% | +83.2% |
| All | +101.0% | -13.6% | +114.6% | +102.2% |
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