+288.0%
CME vs ROP
+185.1%
+102.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +1.7% | +0.2% | +1.5% | +1.5% |
| 30D | +10.2% | +30.3% | -20.1% | -1.6% |
| 3M | +17.8% | +17.8% | 0.0% | +9.6% |
| 6M | +11.0% | +38.9% | -27.9% | -4.4% |
| YTD | +17.0% | +7.6% | +9.4% | +12.0% |
| 1Y | +15.8% | +6.5% | +9.3% | +11.3% |
| 3Y | +61.8% | -6.3% | +68.1% | +60.6% |
| 5Y | +72.5% | +0.9% | +71.6% | +62.0% |
| 10Y | +288.0% | +180.7% | +107.3% | +108.6% |
| All | +288.0% | +185.1% | +102.9% | +108.6% |
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