+183.6%
ROP vs CPB
-39.9%
+223.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.8% |
| 7D | -1.6% | +3.3% | -4.9% | -2.3% |
| 30D | +29.5% | +19.0% | +10.5% | +24.9% |
| 3M | +17.5% | +0.4% | +17.1% | +17.1% |
| 6M | +38.1% | +13.0% | +25.1% | +34.2% |
| YTD | +7.0% | -12.7% | +19.7% | +9.0% |
| 1Y | +6.5% | -20.9% | +27.4% | +10.5% |
| 3Y | -5.5% | -35.4% | +29.9% | +0.8% |
| 5Y | -0.4% | -32.3% | +31.9% | +4.2% |
| 10Y | +183.6% | -40.5% | +224.1% | +203.1% |
| All | +183.6% | -39.9% | +223.5% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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