+6.8%
CI vs ROP
-16.7%
+23.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.7% |
| 7D | +1.3% | -4.4% | +5.7% | +2.1% |
| 30D | +4.4% | +3.2% | +1.2% | +3.9% |
| 3M | +0.7% | +23.1% | -22.4% | -2.9% |
| 6M | +0.3% | +13.3% | -13.0% | -1.7% |
| YTD | +3.8% | -7.9% | +11.7% | +6.6% |
| 1Y | -5.5% | -22.1% | +16.6% | +0.7% |
| All | +6.8% | -16.7% | +23.5% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling