-28.1%
ROP vs CAI
-8.1%
-20.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | -5.4% | +0.2% | -5.6% | -5.4% |
| 30D | -1.6% | +9.1% | -10.8% | -2.1% |
| 3M | +18.8% | +53.8% | -34.9% | +16.5% |
| 6M | +8.2% | +33.5% | -25.3% | +6.4% |
| YTD | -10.5% | -8.0% | -2.5% | -12.2% |
| 1Y | -23.7% | -28.7% | +5.0% | -25.2% |
| All | -28.1% | -8.1% | -20.0% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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