-24.2%
ROP vs CNH
+22.0%
-46.2%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -4.6% | -5.7% | +1.1% | -4.9% |
| 30D | -1.7% | +26.6% | -28.3% | -0.5% |
| 3M | +17.1% | +31.1% | -14.0% | +18.6% |
| 6M | +10.9% | +24.9% | -14.0% | +12.5% |
| YTD | -12.1% | +48.7% | -60.8% | -13.2% |
| 1Y | -24.2% | +22.2% | -46.4% | -24.3% |
| All | -24.2% | +22.0% | -46.2% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling