+10.6%
ROP vs CLBK
+65.7%
-55.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.9% | +3.0% | +3.7% |
| 7D | +11.7% | +4.6% | +7.1% | +10.7% |
| 30D | +35.5% | -1.5% | +37.0% | +35.6% |
| 3M | +25.6% | +4.4% | +21.3% | +24.3% |
| 6M | +39.3% | +31.7% | +7.6% | +31.9% |
| YTD | +11.6% | +58.7% | -47.1% | +4.3% |
| 1Y | +10.6% | +64.9% | -54.3% | +2.2% |
| All | +10.6% | +65.7% | -55.1% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling