-5.5%
ROP vs CRL
+99.4%
-104.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -1.7% |
| 7D | -1.6% | +4.4% | -6.0% | -2.4% |
| 30D | +29.5% | +17.1% | +12.5% | +26.0% |
| 3M | +17.5% | +32.1% | -14.5% | +12.1% |
| 6M | +38.1% | +98.9% | -60.9% | +23.2% |
| YTD | +7.0% | +77.1% | -70.2% | -3.3% |
| 1Y | +6.5% | +110.3% | -103.7% | -6.1% |
| 3Y | -5.5% | +108.5% | -114.0% | -16.4% |
| All | -5.5% | +99.4% | -104.9% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling