+29,197.7%
ROP vs CPB
+219.7%
+28,978.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.6% |
| 7D | +2.1% | +8.0% | -5.8% | +0.2% |
| 30D | +32.9% | +22.4% | +10.5% | +26.4% |
| 3M | +20.0% | +2.5% | +17.5% | +19.0% |
| 6M | +36.4% | +12.2% | +24.2% | +32.1% |
| YTD | +7.8% | -12.8% | +20.6% | +10.7% |
| 1Y | +8.0% | -19.2% | +27.2% | +12.8% |
| 3Y | -3.5% | -35.6% | +32.1% | +5.1% |
| 5Y | +1.5% | -31.4% | +32.9% | +7.5% |
| 10Y | +198.5% | -37.9% | +236.4% | +213.7% |
| All | +29,197.7% | +219.7% | +28,978.0% | +22,749.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling