+109.5%
CF vs ROP
-0.2%
+109.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -0.9% | -1.6% | +0.8% | -0.6% |
| 30D | +6.9% | +29.5% | -22.6% | +1.6% |
| 3M | +4.8% | +17.5% | -12.7% | +1.4% |
| 6M | +4.7% | +38.1% | -33.4% | -2.2% |
| YTD | +56.5% | +7.0% | +49.5% | +54.7% |
| 1Y | +48.4% | +6.5% | +41.9% | +46.9% |
| 3Y | +59.1% | -5.5% | +64.6% | +61.6% |
| 5Y | +109.5% | -0.4% | +109.9% | +109.0% |
| All | +109.5% | -0.2% | +109.7% | +109.0% |
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