+3,285.2%
ROP vs CRL
+1,712.0%
+1,573.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.7% | -5.7% | -2.3% |
| 7D | -1.6% | +4.4% | -6.0% | -3.2% |
| 30D | +29.5% | +17.1% | +12.5% | +23.2% |
| 3M | +17.5% | +32.1% | -14.5% | +7.9% |
| 6M | +38.1% | +98.9% | -60.9% | +12.7% |
| YTD | +7.0% | +77.1% | -70.2% | -10.8% |
| 1Y | +6.5% | +110.3% | -103.7% | -15.3% |
| 3Y | -5.5% | +108.5% | -114.0% | -29.2% |
| 5Y | -0.4% | -7.9% | +7.5% | -8.6% |
| 10Y | +183.6% | +368.9% | -185.3% | +57.0% |
| All | +3,285.2% | +1,712.0% | +1,573.2% | +1,364.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling