+20.0%
COP vs FIX
+782.4%
-762.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | +3.0% | +6.0% | -3.0% | +2.8% |
| 30D | +17.5% | -7.2% | +24.7% | +17.7% |
| 3M | +13.4% | -15.9% | +29.2% | +13.9% |
| 6M | +17.7% | +12.7% | +5.0% | +15.8% |
| YTD | +46.6% | +72.8% | -26.2% | +38.6% |
| 1Y | +44.6% | +122.9% | -78.3% | +32.4% |
| All | +20.0% | +782.4% | -762.4% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling