+180.7%
ROP vs CRL
+353.6%
-172.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | +0.2% | -1.7% | +1.9% | +0.3% |
| 30D | +30.3% | +14.6% | +15.7% | +24.6% |
| 3M | +17.8% | +24.8% | -7.1% | +9.7% |
| 6M | +38.9% | +94.7% | -55.8% | +13.8% |
| YTD | +7.6% | +73.4% | -65.7% | -9.8% |
| 1Y | +6.5% | +104.7% | -98.2% | -15.0% |
| 3Y | -6.3% | +101.1% | -107.3% | -29.9% |
| 5Y | +0.9% | -10.8% | +11.7% | -1.5% |
| 10Y | +180.7% | +358.8% | -178.1% | +40.6% |
| All | +180.7% | +353.6% | -172.9% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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