+568.0%
CF vs ROP
+196.0%
+372.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.9% |
| 7D | -3.2% | +2.1% | -5.3% | -4.3% |
| 30D | +4.3% | +32.9% | -28.6% | -8.4% |
| 3M | +2.8% | +20.3% | -17.5% | -5.9% |
| 6M | +0.6% | +36.8% | -36.1% | -13.9% |
| YTD | +56.6% | +8.1% | +48.5% | +48.7% |
| 1Y | +49.6% | +8.3% | +41.4% | +41.9% |
| 3Y | +61.5% | -3.2% | +64.7% | +58.5% |
| 5Y | +124.0% | +1.7% | +122.2% | +109.1% |
| All | +568.0% | +196.0% | +372.0% | +192.7% |
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 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