+7,384.4%
CME vs ROP
+2,586.7%
+4,797.8%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -0.6% | -1.6% | +1.1% | +0.2% |
| 30D | +8.5% | +29.5% | -21.0% | -5.6% |
| 3M | +16.0% | +17.5% | -1.5% | +6.0% |
| 6M | +9.3% | +38.1% | -28.7% | -9.2% |
| YTD | +15.3% | +7.0% | +8.3% | +8.4% |
| 1Y | +14.4% | +6.5% | +7.9% | +7.7% |
| 3Y | +59.9% | -5.5% | +65.4% | +56.2% |
| 5Y | +69.4% | -0.4% | +69.8% | +57.2% |
| 10Y | +299.5% | +183.6% | +115.9% | +94.3% |
| All | +7,384.4% | +2,586.7% | +4,797.8% | +1,077.7% |
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 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