+184.4%
ROP vs CG
+278.5%
-94.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.5% |
| 30D | +28.8% | +11.2% | +17.6% | +25.0% |
| 3M | +21.1% | -22.1% | +43.1% | +29.2% |
| 6M | +52.5% | -17.9% | +70.5% | +59.6% |
| YTD | +8.9% | -31.3% | +40.2% | +18.9% |
| 1Y | +8.2% | -24.0% | +32.2% | +14.8% |
| 3Y | -5.2% | +45.0% | -50.1% | -21.0% |
| 5Y | +1.7% | -22.6% | +24.4% | -0.5% |
| All | +184.4% | +278.5% | -94.1% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling