-4.5%
CI vs ROP
-20.9%
+16.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.9% |
| 7D | +1.3% | -4.4% | +5.7% | +1.9% |
| 30D | +4.4% | +3.2% | +1.2% | +4.0% |
| 3M | +0.7% | +23.1% | -22.4% | -1.8% |
| 6M | +0.3% | +13.3% | -13.0% | -0.7% |
| YTD | +3.8% | -7.9% | +11.7% | +10.0% |
| All | -4.5% | -20.9% | +16.3% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling