+79.1%
CME vs ROP
-13.6%
+92.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +0.5% |
| 7D | -1.6% | -4.4% | +2.9% | -0.6% |
| 30D | +6.2% | +3.2% | +3.0% | +5.5% |
| 3M | +10.4% | +23.1% | -12.6% | +5.3% |
| 6M | -9.5% | +13.3% | -22.8% | -12.2% |
| YTD | +6.0% | -7.9% | +13.9% | +8.0% |
| 1Y | +9.3% | -22.1% | +31.3% | +16.3% |
| 3Y | +57.7% | -16.8% | +74.5% | +61.1% |
| All | +79.1% | -13.6% | +92.7% | +78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling