+409.5%
ROP vs CG
+281.3%
+128.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.2% |
| 3M | +20.3% | -18.2% | +38.5% | +26.6% |
| 6M | +36.8% | -20.7% | +57.5% | +44.3% |
| YTD | +8.1% | -31.4% | +39.5% | +17.9% |
| 1Y | +8.3% | -22.3% | +30.5% | +14.0% |
| 3Y | -3.2% | +50.2% | -53.4% | -18.8% |
| 5Y | +1.7% | -22.1% | +23.8% | -0.8% |
| 10Y | +199.2% | +295.5% | -96.3% | +78.7% |
| All | +409.5% | +281.3% | +128.1% | +200.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling