-15.9%
ROP vs CRL
+42.4%
-58.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -3.3% |
| 7D | -4.4% | -1.0% | -3.4% | -4.3% |
| 30D | +3.2% | +10.7% | -7.4% | +1.6% |
| 3M | +23.1% | +55.3% | -32.2% | +14.7% |
| 6M | +13.3% | +60.7% | -47.3% | +4.6% |
| YTD | -7.9% | +44.6% | -52.5% | -13.7% |
| 1Y | -22.1% | +77.7% | -99.8% | -29.3% |
| All | -15.9% | +42.4% | -58.4% | -22.0% |
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