+122.4%
CF vs ROP
+3.7%
+118.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.4% | +6.2% |
| 7D | +0.4% | +9.2% | -8.8% | -1.3% |
| 30D | +2.2% | +35.5% | -33.3% | -3.7% |
| 3M | +2.1% | +24.4% | -22.3% | -2.3% |
| 6M | -6.5% | +38.0% | -44.6% | -12.5% |
| YTD | +55.6% | +11.1% | +44.5% | +52.7% |
| 1Y | +42.3% | +10.9% | +31.4% | +39.8% |
| 3Y | +55.7% | -0.5% | +56.2% | +56.5% |
| 5Y | +122.4% | +4.5% | +117.9% | +120.7% |
| All | +122.4% | +3.7% | +118.7% | +120.7% |
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 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