-12.9%
ROP vs CAI
-9.3%
-3.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.7% |
| 7D | -2.9% | -26.3% | +23.3% | -2.1% |
| 30D | +30.1% | -17.5% | +47.6% | +30.5% |
| 3M | +19.9% | +5.8% | +14.0% | +18.6% |
| 6M | +46.0% | +53.6% | -7.6% | +42.1% |
| YTD | +8.4% | -9.2% | +17.6% | +5.6% |
| 1Y | +8.8% | -2.7% | +11.5% | +6.1% |
| All | -12.9% | -9.3% | -3.6% | -14.8% |
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