+471.5%
CF vs ROP
+185.2%
+286.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +4.8% | +0.7% | +4.1% | +4.5% |
| 30D | +4.7% | +28.8% | -24.1% | -6.6% |
| 3M | +7.4% | +21.1% | -13.6% | -1.8% |
| 6M | +0.6% | +52.5% | -51.9% | -17.9% |
| YTD | +64.1% | +8.9% | +55.2% | +55.4% |
| 1Y | +51.4% | +8.2% | +43.2% | +43.8% |
| 3Y | +67.8% | -5.2% | +73.0% | +66.7% |
| 5Y | +114.1% | +1.7% | +112.4% | +100.3% |
| All | +471.5% | +185.2% | +286.3% | +195.3% |
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