-17.9%
ROP vs CLBK
+55.4%
-73.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.7% |
| 7D | -5.4% | +1.1% | -6.5% | -5.6% |
| 30D | -1.6% | +7.8% | -9.4% | -3.2% |
| 3M | +18.8% | +23.9% | -5.0% | +13.6% |
| 6M | +8.2% | +42.3% | -34.1% | +0.4% |
| YTD | -10.5% | +65.4% | -75.9% | -19.5% |
| 1Y | -23.7% | +70.3% | -94.1% | -32.0% |
| 3Y | -17.9% | +54.5% | -72.3% | -26.0% |
| All | -17.9% | +55.4% | -73.3% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling