+1.4%
CCL vs FIX
+2,061.9%
-2,060.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.6% |
| 7D | -5.0% | +6.0% | -11.1% | -7.2% |
| 30D | -20.3% | -7.2% | -13.1% | -18.4% |
| 3M | -15.1% | -15.9% | +0.7% | -11.1% |
| 6M | -15.1% | +12.7% | -27.9% | -21.8% |
| YTD | -21.8% | +72.8% | -94.6% | -40.1% |
| 1Y | -24.8% | +122.9% | -147.7% | -49.7% |
| 3Y | +51.9% | +774.3% | -722.5% | -56.6% |
| All | +1.4% | +2,061.9% | -2,060.5% | -86.1% |
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 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