+310.1%
COP vs FIX
+3,723.8%
-3,413.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | -6.1% | -13.9% | +7.8% | -3.2% |
| 30D | +1.1% | -35.5% | +36.7% | +11.0% |
| 3M | +10.9% | -33.9% | +44.9% | +20.3% |
| 6M | +20.8% | -43.3% | +64.1% | +33.8% |
| YTD | +48.0% | +18.7% | +29.4% | +29.1% |
| 1Y | +58.5% | +13.8% | +44.8% | +38.9% |
| 3Y | +28.1% | +495.0% | -466.8% | -45.7% |
| 5Y | +120.5% | +1,049.0% | -928.6% | -33.8% |
| 10Y | +310.1% | +3,644.4% | -3,334.3% | -20.7% |
| All | +310.1% | +3,723.8% | -3,413.7% | -20.7% |
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