-17.9%
ROP vs CRL
+37.9%
-55.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.4% |
| 7D | -5.4% | -0.6% | -4.9% | -5.3% |
| 30D | -1.6% | +5.0% | -6.6% | -2.4% |
| 3M | +18.8% | +50.6% | -31.7% | +11.3% |
| 6M | +8.2% | +60.9% | -52.7% | -0.1% |
| YTD | -10.5% | +40.7% | -51.2% | -15.8% |
| 1Y | -23.7% | +73.3% | -97.1% | -30.5% |
| 3Y | -17.9% | +40.6% | -58.4% | -23.9% |
| All | -17.9% | +37.9% | -55.8% | -23.9% |
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