+1,751.5%
CLS vs ROP
+189.6%
+1,561.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.9% | +8.3% |
| 7D | -10.6% | -1.6% | -8.9% | -10.2% |
| 30D | -38.4% | +29.5% | -68.0% | -45.5% |
| 3M | -29.9% | +17.5% | -47.4% | -35.6% |
| 6M | -40.6% | +38.1% | -78.7% | -50.5% |
| YTD | -24.6% | +7.0% | -31.6% | -29.3% |
| 1Y | -30.8% | +6.5% | -37.3% | -34.9% |
| 3Y | +811.7% | -5.5% | +817.2% | +807.8% |
| 5Y | +1,838.4% | -0.4% | +1,838.8% | +1,746.1% |
| 10Y | +1,751.5% | +183.6% | +1,567.9% | +979.1% |
| All | +1,751.5% | +189.6% | +1,561.9% | +979.1% |
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 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