+55.0%
CME vs ROP
-15.8%
+70.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.2% |
| 7D | -1.6% | -4.4% | +2.9% | -1.1% |
| 30D | +6.2% | +3.2% | +3.0% | +5.8% |
| 3M | +10.4% | +23.1% | -12.6% | +7.8% |
| 6M | -9.5% | +13.3% | -22.8% | -10.9% |
| YTD | +6.0% | -7.9% | +13.9% | +7.0% |
| 1Y | +9.3% | -22.1% | +31.3% | +12.8% |
| All | +55.0% | -15.8% | +70.8% | +51.7% |
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