+140.9%
ROP vs CNH
+165.6%
-24.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +4.0% | -7.6% | -4.5% |
| 7D | -4.4% | +23.3% | -27.7% | -9.4% |
| 30D | +3.2% | +33.5% | -30.2% | -4.2% |
| 3M | +23.1% | +32.7% | -9.7% | +13.8% |
| 6M | +13.3% | +22.2% | -8.9% | +6.0% |
| YTD | -7.9% | +57.7% | -65.5% | -20.0% |
| 1Y | -22.1% | +28.0% | -50.0% | -28.5% |
| 3Y | -16.8% | +11.5% | -28.3% | -23.0% |
| 5Y | -13.5% | +11.9% | -25.4% | -22.9% |
| All | +140.9% | +165.6% | -24.7% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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