-30.8%
CCL vs FIX
+3,608.1%
-3,638.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -5.0% | -2.0% |
| 7D | +3.1% | -17.5% | +20.6% | +10.5% |
| 30D | +13.7% | -41.6% | +55.3% | +42.2% |
| 3M | +3.8% | -40.6% | +44.4% | +27.4% |
| 6M | +9.3% | -49.4% | +58.6% | +41.3% |
| YTD | -1.1% | +9.2% | -10.3% | -14.9% |
| 1Y | +14.6% | +6.5% | +8.1% | -1.2% |
| 3Y | +146.4% | +448.7% | -302.3% | -28.3% |
| 5Y | +21.9% | +948.7% | -926.9% | -77.4% |
| All | -30.8% | +3,608.1% | -3,638.9% | -93.0% |
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