+30.9%
CL vs ROP
-16.7%
+47.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -0.9% |
| 7D | -2.2% | -4.4% | +2.3% | -1.5% |
| 30D | -4.8% | +3.2% | -8.1% | -5.4% |
| 3M | +4.9% | +23.1% | -18.1% | +1.5% |
| 6M | -5.7% | +13.3% | -19.0% | -7.7% |
| YTD | +14.4% | -7.9% | +22.2% | +16.9% |
| 1Y | +8.7% | -22.1% | +30.8% | +15.9% |
| All | +30.9% | -16.7% | +47.6% | +33.0% |
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