+112.0%
CF vs ROP
+1.1%
+110.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.2% |
| 7D | -3.2% | +2.1% | -5.3% | -3.6% |
| 30D | +4.3% | +32.9% | -28.6% | -1.3% |
| 3M | +2.8% | +20.0% | -17.2% | -1.0% |
| 6M | +0.6% | +36.4% | -35.8% | -5.7% |
| YTD | +56.6% | +7.8% | +48.8% | +54.6% |
| 1Y | +49.6% | +8.0% | +41.6% | +47.6% |
| 3Y | +61.5% | -3.5% | +65.0% | +63.2% |
| All | +112.0% | +1.1% | +110.9% | +111.2% |
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