-0.4%
ROP vs CRL
-6.0%
+5.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -1.8% |
| 7D | -1.6% | +4.4% | -6.0% | -2.6% |
| 30D | +29.5% | +17.1% | +12.5% | +25.3% |
| 3M | +17.5% | +32.1% | -14.5% | +11.0% |
| 6M | +38.1% | +98.9% | -60.9% | +20.5% |
| YTD | +7.0% | +77.1% | -70.2% | -5.2% |
| 1Y | +6.5% | +110.3% | -103.7% | -8.5% |
| 3Y | -5.5% | +108.5% | -114.0% | -22.2% |
| 5Y | -0.4% | -7.9% | +7.5% | -1.0% |
| All | -0.4% | -6.0% | +5.6% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling