+2,944.0%
CLS vs ROP
+134.1%
+2,809.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.9% | +8.5% | +6.9% |
| 7D | +12.8% | -5.4% | +18.2% | +15.5% |
| 30D | +3.8% | -1.6% | +5.5% | +4.3% |
| 3M | -14.6% | +18.8% | -33.5% | -23.0% |
| 6M | +32.2% | +8.2% | +24.0% | +24.1% |
| YTD | +11.6% | -10.5% | +22.1% | +14.5% |
| 1Y | +35.1% | -23.7% | +58.8% | +51.2% |
| 3Y | +1,312.5% | -17.9% | +1,330.4% | +1,405.2% |
| 5Y | +3,542.1% | -15.3% | +3,557.4% | +3,657.1% |
| 10Y | +2,944.0% | +133.4% | +2,810.6% | +1,987.2% |
| All | +2,944.0% | +134.1% | +2,809.9% | +1,987.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling