-3.5%
ROP vs CNH
+7.0%
-10.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.1% |
| 7D | +2.1% | -1.7% | +3.8% | +2.3% |
| 30D | +32.9% | -7.2% | +40.1% | +33.5% |
| 3M | +20.0% | +6.5% | +13.5% | +19.1% |
| 6M | +36.4% | +7.9% | +28.5% | +35.0% |
| YTD | +7.8% | +26.6% | -18.8% | +3.4% |
| 1Y | +8.0% | +13.8% | -5.8% | +5.2% |
| 3Y | -3.5% | +9.2% | -12.7% | -6.1% |
| All | -3.5% | +7.0% | -10.5% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling