+143.8%
CCL vs FIX
+7,843.3%
-7,699.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.4% | -5.5% | -1.5% |
| 7D | +2.6% | -17.5% | +20.1% | +6.9% |
| 30D | +13.1% | -41.6% | +54.7% | +28.7% |
| 3M | +3.3% | -40.6% | +43.9% | +16.4% |
| 6M | +8.7% | -49.4% | +58.1% | +26.4% |
| YTD | -1.6% | +9.2% | -10.8% | -7.6% |
| 1Y | +14.0% | +6.5% | +7.5% | +7.3% |
| 3Y | +145.1% | +448.7% | -303.6% | +41.9% |
| 5Y | +21.2% | +948.7% | -927.5% | -40.9% |
| 10Y | -29.8% | +3,659.7% | -3,689.5% | -74.2% |
| All | +143.8% | +7,843.3% | -7,699.6% | -32.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling