+36.1%
CCL vs FIX
+1,107.4%
-1,071.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -2.0% |
| 7D | -1.5% | +6.4% | -8.0% | -4.0% |
| 30D | +16.5% | -29.1% | +45.5% | +29.4% |
| 3M | +11.2% | -31.1% | +42.4% | +23.9% |
| 6M | +22.6% | -42.8% | +65.4% | +44.4% |
| YTD | +2.6% | +24.6% | -22.1% | -13.3% |
| 1Y | +17.0% | +21.9% | -5.0% | -1.0% |
| 3Y | +145.5% | +524.9% | -379.4% | -21.9% |
| 5Y | +36.1% | +1,092.2% | -1,056.1% | -75.3% |
| All | +36.1% | +1,107.4% | -1,071.3% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling