+14.2%
CCL vs FIX
+15.7%
-1.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -1.2% | +9.4% | -10.6% | -3.0% |
| 30D | +13.1% | -27.8% | +40.9% | +20.4% |
| 3M | +3.4% | -35.6% | +38.9% | +12.9% |
| 6M | +18.7% | -45.2% | +63.9% | +34.7% |
| YTD | -2.3% | +19.5% | -21.7% | -9.4% |
| 1Y | +14.2% | +24.2% | -10.0% | +5.8% |
| All | +14.2% | +15.7% | -1.5% | +5.8% |
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