+3,079.3%
CL vs ROP
+25,523.2%
-22,443.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | +4.9% | +23.1% | -18.1% | +1.5% |
| 6M | -5.7% | +13.3% | -19.0% | -7.8% |
| YTD | +14.4% | -7.9% | +22.2% | +15.2% |
| 1Y | +8.7% | -22.1% | +30.8% | +12.4% |
| 3Y | +30.0% | -16.8% | +46.8% | +32.5% |
| 5Y | +28.4% | -13.5% | +41.9% | +29.6% |
| 10Y | +50.1% | +137.7% | -87.6% | +31.0% |
| All | +3,079.3% | +25,523.2% | -22,443.9% | +1,917.3% |
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