-15.9%
ROP vs CLBK
+41.8%
-57.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.2% |
| 7D | -6.1% | -1.5% | -4.7% | -5.9% |
| 30D | -3.4% | +6.7% | -10.0% | -4.3% |
| 3M | +16.7% | +21.2% | -4.5% | +13.4% |
| 6M | +8.1% | +42.0% | -33.9% | +2.6% |
| YTD | -11.7% | +63.3% | -74.9% | -17.8% |
| 1Y | -24.2% | +65.4% | -89.6% | -29.8% |
| 3Y | -19.0% | +52.5% | -71.4% | -24.7% |
| 5Y | -15.9% | +42.0% | -57.8% | -23.6% |
| All | -15.9% | +41.8% | -57.7% | -23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling