+298.3%
COP vs FIX
+4,032.2%
-3,733.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.4% | -10.7% | -3.6% |
| 7D | -8.4% | -7.2% | -1.2% | -7.3% |
| 30D | +0.3% | -35.1% | +35.4% | +9.9% |
| 3M | +15.1% | -34.3% | +49.4% | +25.0% |
| 6M | +19.8% | -42.9% | +62.7% | +32.5% |
| YTD | +46.8% | +19.5% | +27.4% | +27.9% |
| 1Y | +59.7% | +16.8% | +43.0% | +39.0% |
| 3Y | +28.7% | +506.7% | -478.0% | -45.7% |
| 5Y | +110.7% | +1,046.7% | -936.0% | -36.3% |
| 10Y | +298.3% | +3,800.0% | -3,501.7% | -20.8% |
| All | +298.3% | +4,032.2% | -3,733.9% | -20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling