+280.6%
CME vs ROP
+132.1%
+148.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.2% |
| 7D | -0.6% | -6.1% | +5.5% | +2.0% |
| 30D | +4.7% | -3.4% | +8.0% | +6.1% |
| 3M | +7.8% | +16.7% | -8.9% | +0.4% |
| 6M | -11.0% | +8.1% | -19.0% | -14.6% |
| YTD | +4.0% | -11.7% | +15.7% | +8.4% |
| 1Y | +9.1% | -24.2% | +33.3% | +21.7% |
| 3Y | +52.3% | -19.0% | +71.2% | +60.0% |
| 5Y | +76.1% | -15.9% | +92.0% | +78.3% |
| 10Y | +280.6% | +135.7% | +144.9% | +108.8% |
| All | +280.6% | +132.1% | +148.5% | +108.8% |
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 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