+89.6%
CL vs ROP
+185.2%
-95.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +3.2% | +0.7% | +2.5% | +3.0% |
| 30D | +8.0% | +28.8% | -20.7% | -0.4% |
| 3M | +7.9% | +21.1% | -13.2% | +1.2% |
| 6M | +14.7% | +52.5% | -37.8% | -0.5% |
| YTD | +29.2% | +8.9% | +20.3% | +24.6% |
| 1Y | +29.5% | +8.2% | +21.3% | +25.2% |
| 3Y | +40.7% | -5.2% | +45.8% | +40.7% |
| 5Y | +43.9% | +1.7% | +42.1% | +38.4% |
| All | +89.6% | +185.2% | -95.6% | +40.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling