+39.9%
CL vs ROP
+1.1%
+38.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -1.4% |
| 7D | +1.3% | +2.1% | -0.8% | +0.8% |
| 30D | +11.4% | +32.9% | -21.6% | +3.6% |
| 3M | +4.4% | +20.0% | -15.6% | -0.5% |
| 6M | +10.8% | +36.4% | -25.6% | +2.0% |
| YTD | +25.1% | +7.8% | +17.3% | +22.9% |
| 1Y | +28.0% | +8.0% | +20.0% | +25.5% |
| 3Y | +37.6% | -3.5% | +41.1% | +37.9% |
| All | +39.9% | +1.1% | +38.8% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling