+2.2%
ROP vs CPB
-33.2%
+35.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.7% | -0.3% |
| 7D | +0.7% | -1.6% | +2.3% | +1.0% |
| 30D | +28.8% | +19.2% | +9.6% | +24.2% |
| 3M | +21.1% | -0.9% | +22.0% | +20.6% |
| 6M | +52.5% | +15.2% | +37.3% | +47.9% |
| YTD | +8.9% | -13.1% | +21.9% | +10.3% |
| 1Y | +8.2% | -22.4% | +30.7% | +11.7% |
| 3Y | -5.2% | -35.3% | +30.1% | -0.7% |
| All | +2.2% | -33.2% | +35.4% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling