+0.6%
ROP vs CNH
-14.7%
+15.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.8% | -5.7% | -3.3% |
| 7D | +2.1% | -1.7% | +3.8% | +2.3% |
| 30D | +32.9% | -7.2% | +40.1% | +34.1% |
| 3M | +20.0% | +6.5% | +13.5% | +18.4% |
| 6M | +36.4% | +7.9% | +28.5% | +33.7% |
| YTD | +7.8% | +26.6% | -18.8% | +1.8% |
| 1Y | +8.0% | +13.8% | -5.8% | +3.9% |
| 3Y | -3.5% | +9.2% | -12.7% | -8.5% |
| All | +0.6% | -14.7% | +15.3% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling