+7,307.5%
CI vs ROP
+25,523.2%
-18,215.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -0.4% |
| 7D | +1.3% | -4.4% | +5.7% | +2.5% |
| 30D | +4.4% | +3.2% | +1.2% | +3.6% |
| 3M | +0.7% | +23.1% | -22.4% | -4.8% |
| 6M | +0.3% | +13.3% | -13.0% | -3.4% |
| YTD | +3.8% | -7.9% | +11.7% | +5.0% |
| 1Y | -5.5% | -22.1% | +16.6% | -0.3% |
| 3Y | +8.1% | -16.8% | +24.9% | +11.4% |
| 5Y | +42.8% | -13.5% | +56.3% | +44.6% |
| 10Y | +143.9% | +137.7% | +6.2% | +94.3% |
| All | +7,307.5% | +25,523.2% | -18,215.8% | +3,341.7% |
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 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