+140.4%
CI vs ROP
+134.1%
+6.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.0% | -0.5% |
| 7D | -2.0% | -5.4% | +3.4% | +0.4% |
| 30D | -1.8% | -1.6% | -0.2% | -1.2% |
| 3M | -4.2% | +18.8% | -23.1% | -12.1% |
| 6M | +2.7% | +8.2% | -5.5% | -2.0% |
| YTD | +1.9% | -10.5% | +12.4% | +5.9% |
| 1Y | -6.3% | -23.7% | +17.5% | +5.4% |
| 3Y | +3.9% | -17.9% | +21.7% | +9.7% |
| 5Y | +41.9% | -15.3% | +57.2% | +44.5% |
| 10Y | +140.4% | +133.4% | +7.0% | +45.9% |
| All | +140.4% | +134.1% | +6.3% | +45.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling