+51.2%
CI vs ROP
+1.9%
+49.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.2% | +0.7% | +0.5% | +1.0% |
| 30D | +2.6% | +28.8% | -26.2% | -3.6% |
| 3M | +7.4% | +21.1% | -13.6% | +2.4% |
| 6M | -0.1% | +52.5% | -52.6% | -10.3% |
| YTD | +9.7% | +8.9% | +0.9% | +7.8% |
| 1Y | +12.1% | +8.2% | +3.9% | +10.4% |
| 3Y | +7.0% | -5.2% | +12.2% | +8.2% |
| All | +51.2% | +1.9% | +49.3% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling