+155.6%
CCL vs FIX
+503.8%
-348.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +9.4% | -5.3% | +1.5% |
| 7D | +3.1% | -7.2% | +10.3% | +4.0% |
| 30D | +17.5% | -35.1% | +52.6% | +31.3% |
| 3M | +6.8% | -34.3% | +41.1% | +18.2% |
| 6M | +18.7% | -42.9% | +61.7% | +35.3% |
| YTD | +3.0% | +19.5% | -16.4% | -8.0% |
| 1Y | +17.7% | +16.8% | +0.9% | +5.3% |
| 3Y | +155.6% | +506.7% | -351.1% | +14.1% |
| All | +155.6% | +503.8% | -348.2% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling