+320.3%
COP vs FIX
+3,608.1%
-3,287.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | -0.7% |
| 7D | -11.5% | -17.5% | +5.9% | -7.8% |
| 30D | +5.0% | -41.6% | +46.5% | +18.1% |
| 3M | +17.5% | -40.6% | +58.1% | +30.9% |
| 6M | +16.2% | -49.4% | +65.6% | +32.7% |
| YTD | +48.8% | +9.2% | +39.6% | +32.5% |
| 1Y | +64.1% | +6.5% | +57.6% | +46.2% |
| 3Y | +25.7% | +448.7% | -423.1% | -45.6% |
| 5Y | +114.4% | +948.7% | -834.4% | -33.8% |
| All | +320.3% | +3,608.1% | -3,287.9% | -17.0% |
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