+44.6%
COP vs FIX
+128.3%
-83.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -0.9% |
| 7D | +3.0% | +6.0% | -3.0% | +3.6% |
| 30D | +17.5% | -7.2% | +24.7% | +16.7% |
| 3M | +13.4% | -15.9% | +29.2% | +12.3% |
| 6M | +17.7% | +12.7% | +5.0% | +19.6% |
| YTD | +46.6% | +72.8% | -26.2% | +50.5% |
| 1Y | +44.6% | +122.9% | -78.3% | +45.2% |
| All | +44.6% | +128.3% | -83.6% | +45.2% |
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 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