-34.0%
CCL vs FIX
+3,564.5%
-3,598.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | -1.2% | +9.4% | -10.6% | -5.4% |
| 30D | +13.1% | -27.8% | +40.9% | +28.0% |
| 3M | +3.4% | -35.6% | +38.9% | +22.1% |
| 6M | +18.7% | -45.2% | +63.9% | +48.2% |
| YTD | -2.3% | +19.5% | -21.7% | -19.5% |
| 1Y | +14.2% | +24.2% | -10.0% | -8.7% |
| 3Y | +133.6% | +494.2% | -360.6% | -34.8% |
| 5Y | +33.5% | +1,036.1% | -1,002.6% | -76.3% |
| All | -34.0% | +3,564.5% | -3,598.6% | -93.6% |
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 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