+8.6%
CME vs ROP
-24.5%
+33.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | +0.1% | -1.1% |
| 7D | -1.1% | -6.1% | +5.0% | -0.5% |
| 30D | +4.2% | -3.4% | +7.5% | +4.6% |
| 3M | +7.3% | +16.7% | -9.4% | +6.2% |
| 6M | -11.4% | +8.1% | -19.5% | -11.8% |
| YTD | +3.5% | -11.7% | +15.2% | +3.8% |
| 1Y | +8.6% | -24.2% | +32.8% | +8.6% |
| All | +8.6% | -24.5% | +33.1% | +8.6% |
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 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