-15.3%
ROP vs CG
+9.5%
-24.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.4% |
| 7D | -5.4% | -1.3% | -4.1% | -5.1% |
| 30D | -1.6% | -3.2% | +1.5% | -1.0% |
| 3M | +18.8% | +6.2% | +12.6% | +16.8% |
| 6M | +8.2% | -4.7% | +12.9% | +8.6% |
| YTD | -10.5% | -20.6% | +10.1% | -6.7% |
| 1Y | -23.7% | -26.4% | +2.6% | -19.4% |
| 3Y | -17.9% | +55.4% | -73.2% | -29.8% |
| 5Y | -15.3% | +9.8% | -25.2% | -24.6% |
| All | -15.3% | +9.5% | -24.8% | -24.6% |
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