-28.5%
CCL vs FIX
+4,032.2%
-4,060.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.3% | -0.2% |
| 7D | +3.1% | -7.2% | +10.3% | +4.6% |
| 30D | +17.5% | -35.1% | +52.6% | +40.0% |
| 3M | +6.8% | -34.3% | +41.1% | +25.0% |
| 6M | +18.7% | -42.9% | +61.7% | +45.1% |
| YTD | +3.0% | +19.5% | -16.4% | -15.1% |
| 1Y | +17.7% | +16.8% | +0.9% | -2.8% |
| 3Y | +155.6% | +506.7% | -351.1% | -29.4% |
| 5Y | +30.2% | +1,046.7% | -1,016.5% | -77.0% |
| 10Y | -28.5% | +3,800.0% | -3,828.4% | -93.2% |
| All | -28.5% | +4,032.2% | -4,060.7% | -93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling