+143.9%
CCL vs FIX
+7,433.0%
-7,289.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -11.6% | +6.1% | -2.5% |
| 7D | +2.6% | -27.2% | +29.8% | +10.5% |
| 30D | +11.3% | -46.9% | +58.2% | +30.0% |
| 3M | +0.3% | -44.4% | +44.7% | +15.1% |
| 6M | +16.1% | -50.9% | +67.0% | +36.2% |
| YTD | -1.6% | +3.5% | -5.1% | -6.2% |
| 1Y | +11.8% | -2.1% | +13.9% | +7.7% |
| 3Y | +139.6% | +418.7% | -279.2% | +40.8% |
| 5Y | +21.3% | +894.6% | -873.3% | -40.0% |
| 10Y | -29.8% | +3,465.5% | -3,495.3% | -73.8% |
| All | +143.9% | +7,433.0% | -7,289.2% | -31.1% |
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 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