+142.2%
CI vs ROP
+189.6%
-47.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +0.1% | -1.6% | +1.8% | +0.9% |
| 30D | +4.7% | +29.5% | -24.9% | -6.9% |
| 3M | +5.2% | +17.5% | -12.3% | -2.5% |
| 6M | +3.8% | +38.1% | -34.3% | -11.4% |
| YTD | +9.2% | +7.0% | +2.2% | +4.6% |
| 1Y | +14.3% | +6.5% | +7.7% | +9.5% |
| 3Y | +8.4% | -5.5% | +13.9% | +7.8% |
| 5Y | +50.0% | -0.4% | +50.4% | +42.2% |
| 10Y | +142.2% | +183.6% | -41.4% | +36.1% |
| All | +142.2% | +189.6% | -47.4% | +36.1% |
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