+47.4%
ROP vs CLBK
+65.6%
-18.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -8.0% | -1.4% | -6.6% | -7.7% |
| 30D | -2.7% | +4.5% | -7.3% | -3.9% |
| 3M | +16.6% | +22.8% | -6.2% | +10.3% |
| 6M | +10.4% | +43.4% | -33.1% | 0.0% |
| YTD | -12.1% | +64.1% | -76.2% | -23.2% |
| 1Y | -23.6% | +67.6% | -91.2% | -33.9% |
| 3Y | -19.3% | +53.3% | -72.6% | -30.2% |
| 5Y | -15.4% | +44.8% | -60.2% | -30.6% |
| All | +47.4% | +65.6% | -18.2% | +15.0% |
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