+73.1%
CME vs ROP
+1.9%
+71.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.7% |
| 7D | +3.9% | +0.7% | +3.2% | +3.8% |
| 30D | +11.3% | +28.8% | -17.5% | +5.0% |
| 3M | +19.6% | +21.1% | -1.5% | +14.2% |
| 6M | +8.1% | +52.5% | -44.5% | -2.0% |
| YTD | +20.4% | +8.9% | +11.5% | +17.8% |
| 1Y | +16.5% | +8.2% | +8.3% | +14.1% |
| 3Y | +66.4% | -5.2% | +71.6% | +65.6% |
| All | +73.1% | +1.9% | +71.2% | +66.5% |
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