+362.4%
CFG vs ROP
+198.4%
+164.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +2.3% |
| 7D | +1.5% | -4.4% | +6.0% | +4.6% |
| 30D | -3.8% | +3.2% | -7.1% | -6.2% |
| 3M | +11.5% | +23.1% | -11.6% | -4.6% |
| 6M | +19.2% | +13.3% | +5.9% | +7.0% |
| YTD | +23.7% | -7.9% | +31.6% | +27.2% |
| 1Y | +38.8% | -22.1% | +60.9% | +60.9% |
| 3Y | +178.9% | -16.8% | +195.7% | +204.9% |
| 5Y | +101.8% | -13.5% | +115.3% | +109.3% |
| 10Y | +317.3% | +137.7% | +179.6% | +106.8% |
| All | +362.4% | +198.4% | +164.0% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling