+481.0%
CF vs ROP
+185.1%
+296.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | +4.8% | +0.2% | +4.6% | +4.5% |
| 30D | +9.7% | +30.3% | -20.6% | -2.7% |
| 3M | +1.2% | +17.8% | -16.5% | -6.4% |
| 6M | +7.4% | +38.9% | -31.5% | -8.7% |
| YTD | +60.5% | +7.6% | +52.9% | +52.8% |
| 1Y | +50.7% | +6.5% | +44.2% | +44.2% |
| 3Y | +64.8% | -6.3% | +71.1% | +64.6% |
| 5Y | +115.8% | +0.9% | +114.9% | +102.4% |
| 10Y | +481.0% | +180.7% | +300.3% | +208.9% |
| All | +481.0% | +185.1% | +296.0% | +208.9% |
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