+61.7%
CF vs ROP
-21.5%
+83.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.3% | -3.1% |
| 7D | +6.0% | -4.4% | +10.4% | +6.2% |
| 30D | +14.8% | +3.2% | +11.6% | +14.8% |
| 3M | +14.1% | +23.1% | -9.0% | +14.0% |
| 6M | +28.5% | +13.3% | +15.2% | +29.3% |
| YTD | +74.9% | -7.9% | +82.8% | +74.4% |
| 1Y | +61.7% | -22.1% | +83.7% | +62.5% |
| All | +61.7% | -21.5% | +83.1% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling