+14.0%
CCL vs FIX
+3.4%
+10.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.5% | -1.2% |
| 7D | +2.6% | -17.5% | +20.1% | +5.7% |
| 30D | +13.1% | -41.6% | +54.7% | +27.0% |
| 3M | +3.3% | -40.6% | +43.9% | +14.9% |
| 6M | +8.7% | -49.4% | +58.1% | +25.5% |
| YTD | -1.6% | +9.2% | -10.8% | -8.7% |
| 1Y | +14.0% | +6.5% | +7.5% | +6.0% |
| All | +14.0% | +3.4% | +10.6% | +6.0% |
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 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