+3,429.9%
CL vs ROP
+30,029.2%
-26,599.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | -0.8% | -2.9% | +2.2% | -0.3% |
| 30D | +9.5% | +30.1% | -20.5% | +5.1% |
| 3M | +6.8% | +19.9% | -13.1% | +3.7% |
| 6M | +14.3% | +46.0% | -31.7% | +7.5% |
| YTD | +27.0% | +8.4% | +18.6% | +24.7% |
| 1Y | +26.3% | +8.8% | +17.5% | +23.8% |
| 3Y | +39.3% | -5.6% | +44.9% | +39.1% |
| 5Y | +41.5% | +3.0% | +38.5% | +39.0% |
| 10Y | +84.1% | +184.0% | -99.9% | +56.2% |
| All | +3,429.9% | +30,029.2% | -26,599.3% | +2,082.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling