+6,781.2%
CME vs ROP
+2,214.2%
+4,567.0%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.6% |
| 7D | -1.6% | -4.4% | +2.9% | +0.8% |
| 30D | +6.2% | +3.2% | +3.0% | +4.3% |
| 3M | +10.4% | +23.1% | -12.6% | -1.8% |
| 6M | -9.5% | +13.3% | -22.8% | -16.5% |
| YTD | +6.0% | -7.9% | +13.9% | +8.3% |
| 1Y | +9.3% | -22.1% | +31.3% | +21.7% |
| 3Y | +57.7% | -16.8% | +74.5% | +65.0% |
| 5Y | +77.7% | -13.5% | +91.2% | +78.1% |
| 10Y | +281.2% | +137.7% | +143.5% | +104.4% |
| All | +6,781.2% | +2,214.2% | +4,567.0% | +1,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling