+59.9%
CME vs ROP
-5.7%
+65.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -0.6% | -1.6% | +1.1% | -0.3% |
| 30D | +8.5% | +29.5% | -21.0% | +4.6% |
| 3M | +16.0% | +17.5% | -1.5% | +13.1% |
| 6M | +9.3% | +38.1% | -28.7% | +4.8% |
| YTD | +15.3% | +7.0% | +8.3% | +13.4% |
| 1Y | +14.4% | +6.5% | +7.9% | +12.5% |
| 3Y | +59.9% | -5.5% | +65.4% | +56.2% |
| All | +59.9% | -5.7% | +65.6% | +56.2% |
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