+139.1%
CI vs ROP
+134.1%
+4.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -1.1% |
| 7D | -2.6% | -5.4% | +2.9% | -0.1% |
| 30D | -2.4% | -1.6% | -0.7% | -1.7% |
| 3M | -4.8% | +18.8% | -23.6% | -12.6% |
| 6M | +2.1% | +8.2% | -6.1% | -2.5% |
| YTD | +1.4% | -10.5% | +11.8% | +5.4% |
| 1Y | -6.8% | -23.7% | +17.0% | +4.8% |
| 3Y | +3.3% | -17.9% | +21.1% | +9.1% |
| 5Y | +41.1% | -15.3% | +56.4% | +43.7% |
| 10Y | +139.1% | +133.4% | +5.7% | +45.1% |
| All | +139.1% | +134.1% | +4.9% | +45.1% |
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