+7,892.0%
CI vs ROP
+29,825.5%
-21,933.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.4% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | +7.3% | +30.3% | -23.0% | +0.3% |
| 3M | +9.5% | +17.8% | -8.3% | +4.8% |
| 6M | +6.4% | +38.9% | -32.5% | -2.8% |
| YTD | +12.0% | +7.6% | +4.4% | +8.7% |
| 1Y | +20.1% | +6.5% | +13.6% | +16.8% |
| 3Y | +9.6% | -6.3% | +15.9% | +9.4% |
| 5Y | +52.7% | +0.9% | +51.8% | +48.5% |
| 10Y | +150.3% | +180.7% | -30.5% | +90.9% |
| All | +7,892.0% | +29,825.5% | -21,933.5% | +3,463.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling