-15.9%
ROP vs CPB
-40.7%
+24.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.4% | -0.2% | -3.0% |
| 7D | -4.4% | -8.6% | +4.2% | -3.0% |
| 30D | +3.2% | -7.2% | +10.5% | +4.5% |
| 3M | +23.1% | +0.9% | +22.2% | +22.8% |
| 6M | +13.3% | -11.8% | +25.1% | +15.0% |
| YTD | -7.9% | -19.4% | +11.6% | -5.4% |
| 1Y | -22.1% | -30.4% | +8.3% | -18.5% |
| All | -15.9% | -40.7% | +24.8% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling