+237.6%
CFG vs ROP
+196.0%
+41.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +1.0% |
| 7D | -0.9% | +2.1% | -3.0% | -2.3% |
| 30D | +1.1% | +32.9% | -31.8% | -16.8% |
| 3M | -12.0% | +20.3% | -32.3% | -23.0% |
| 6M | -2.2% | +36.8% | -39.0% | -23.0% |
| YTD | +11.4% | +8.1% | +3.3% | +2.5% |
| 1Y | +27.8% | +8.3% | +19.6% | +17.4% |
| 3Y | +173.3% | -3.2% | +176.5% | +168.7% |
| 5Y | +62.4% | +1.7% | +60.7% | +50.4% |
| All | +237.6% | +196.0% | +41.6% | +24.8% |
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