+60.7%
COP vs FIX
+14.3%
+46.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -15.1% | +9.9% | -6.5% |
| 7D | -8.1% | -18.9% | +10.8% | -9.8% |
| 30D | +6.7% | -36.3% | +42.9% | +2.2% |
| 3M | +16.9% | -38.5% | +55.4% | +11.7% |
| 6M | +11.2% | -42.3% | +53.4% | +6.4% |
| YTD | +49.5% | +17.1% | +32.4% | +51.4% |
| 1Y | +60.7% | +14.4% | +46.3% | +63.1% |
| All | +60.7% | +14.3% | +46.4% | +63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling