+732.7%
CLS vs ROP
-3.5%
+736.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +0.1% |
| 7D | -22.2% | +2.1% | -24.3% | -21.9% |
| 30D | -44.4% | +32.9% | -77.3% | -43.1% |
| 3M | -34.3% | +20.3% | -54.6% | -32.7% |
| 6M | -50.1% | +36.8% | -86.8% | -49.6% |
| YTD | -30.1% | +8.1% | -38.2% | -23.3% |
| 1Y | -39.3% | +8.3% | -47.6% | -33.4% |
| 3Y | +732.7% | -3.2% | +736.0% | +840.2% |
| All | +732.7% | -3.5% | +736.2% | +840.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling