+39.4%
CL vs ROP
-5.2%
+44.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | +11.8% | +30.3% | -18.6% | +6.6% |
| 3M | +5.9% | +17.8% | -11.9% | +2.7% |
| 6M | +13.3% | +38.9% | -25.6% | +7.1% |
| YTD | +27.1% | +7.6% | +19.5% | +26.1% |
| 1Y | +28.0% | +6.5% | +21.5% | +27.3% |
| 3Y | +39.4% | -6.3% | +45.7% | +39.2% |
| All | +39.4% | -5.2% | +44.6% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling