+81.7%
ROP vs CLBK
+63.6%
+18.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -2.9% | +2.2% | -5.1% | -3.5% |
| 30D | +30.1% | +5.0% | +25.1% | +28.4% |
| 3M | +19.9% | +3.3% | +16.6% | +18.7% |
| 6M | +46.0% | +29.6% | +16.4% | +36.0% |
| YTD | +8.4% | +62.1% | -53.8% | -5.2% |
| 1Y | +8.8% | +64.3% | -55.5% | -5.2% |
| 3Y | -5.6% | +55.6% | -61.3% | -18.7% |
| 5Y | +3.0% | +29.3% | -26.3% | -10.8% |
| All | +81.7% | +63.6% | +18.1% | +42.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling