-35.3%
CLS vs ROP
+7.0%
-42.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.9% | +7.2% |
| 7D | -10.6% | -1.6% | -8.9% | -11.2% |
| 30D | -38.4% | +29.5% | -68.0% | -27.2% |
| 3M | -29.9% | +17.5% | -47.4% | -20.7% |
| 6M | -40.6% | +38.1% | -78.7% | -27.7% |
| YTD | -24.6% | +7.0% | -31.6% | -12.3% |
| All | -35.3% | +7.0% | -42.3% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling