+0.8%
ROP vs CG
-22.2%
+23.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.8% |
| 7D | +2.1% | -1.2% | +3.3% | +2.4% |
| 30D | +32.9% | +5.0% | +27.9% | +31.5% |
| 3M | +20.3% | -18.2% | +38.5% | +25.4% |
| 6M | +36.8% | -20.7% | +57.5% | +43.0% |
| YTD | +8.1% | -31.4% | +39.5% | +16.2% |
| 1Y | +8.3% | -22.3% | +30.5% | +13.1% |
| 3Y | -3.2% | +50.2% | -53.4% | -17.0% |
| All | +0.8% | -22.2% | +23.0% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling