+336.7%
COP vs FIX
+3,564.5%
-3,227.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.9% |
| 7D | +4.4% | +9.4% | -5.0% | +2.0% |
| 30D | 0.0% | -27.8% | +27.7% | +6.8% |
| 3M | +15.0% | -35.6% | +50.6% | +25.5% |
| 6M | +22.0% | -45.2% | +67.2% | +36.5% |
| YTD | +55.3% | +19.5% | +35.9% | +35.1% |
| 1Y | +64.1% | +24.2% | +39.9% | +40.2% |
| 3Y | +34.1% | +494.2% | -460.1% | -43.1% |
| 5Y | +133.4% | +1,036.1% | -902.8% | -29.5% |
| All | +336.7% | +3,564.5% | -3,227.8% | -17.5% |
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