+49.3%
CL vs ROP
+137.6%
-88.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.3% |
| 7D | -2.2% | -4.4% | +2.3% | -0.8% |
| 30D | -4.8% | +3.2% | -8.1% | -5.9% |
| 3M | +4.9% | +23.1% | -18.1% | -2.2% |
| 6M | -5.7% | +13.3% | -19.0% | -10.0% |
| YTD | +14.4% | -7.9% | +22.2% | +16.6% |
| 1Y | +8.7% | -22.1% | +30.8% | +17.4% |
| 3Y | +30.0% | -16.8% | +46.8% | +35.4% |
| 5Y | +28.4% | -13.5% | +41.9% | +30.2% |
| All | +49.3% | +137.6% | -88.3% | +14.5% |
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 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