+21.9%
CCL vs FIX
+14.3%
+7.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -15.1% | +22.3% | +10.3% |
| 7D | +11.6% | -18.9% | +30.5% | +16.0% |
| 30D | +22.5% | -36.3% | +58.8% | +35.2% |
| 3M | +6.4% | -38.5% | +44.9% | +18.2% |
| 6M | +23.4% | -42.3% | +65.7% | +37.5% |
| YTD | +4.2% | +17.1% | -12.9% | -5.6% |
| 1Y | +21.9% | +14.4% | +7.5% | +10.6% |
| All | +21.9% | +14.3% | +7.6% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling