-23.7%
ROP vs CPB
-31.9%
+8.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.6% | -3.2% |
| 7D | -5.4% | -8.2% | +2.8% | -3.7% |
| 30D | -1.6% | -5.6% | +4.0% | -0.6% |
| 3M | +18.8% | +3.0% | +15.9% | +18.1% |
| 6M | +8.2% | -12.7% | +20.9% | +9.1% |
| YTD | -10.5% | -18.0% | +7.5% | -9.2% |
| 1Y | -23.7% | -31.7% | +8.0% | -22.0% |
| All | -23.7% | -31.9% | +8.1% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling