+133.4%
ROP vs CPB
-45.7%
+179.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.6% | -3.2% |
| 7D | -5.4% | -8.2% | +2.8% | -3.8% |
| 30D | -1.6% | -5.6% | +4.0% | -0.6% |
| 3M | +18.8% | +3.0% | +15.9% | +17.9% |
| 6M | +8.2% | -12.7% | +20.9% | +10.7% |
| YTD | -10.5% | -18.0% | +7.5% | -7.4% |
| 1Y | -23.7% | -31.7% | +8.0% | -18.4% |
| 3Y | -17.9% | -41.0% | +23.1% | -10.6% |
| 5Y | -15.3% | -38.4% | +23.0% | -9.5% |
| 10Y | +133.4% | -45.0% | +178.3% | +155.7% |
| All | +133.4% | -45.7% | +179.1% | +155.7% |
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