+123.1%
COP vs FIX
+1,049.5%
-926.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.9% |
| 7D | -6.1% | -13.9% | +7.8% | -5.1% |
| 30D | +1.1% | -35.5% | +36.7% | +4.4% |
| 3M | +10.9% | -33.9% | +44.9% | +14.0% |
| 6M | +20.8% | -43.3% | +64.1% | +25.3% |
| YTD | +48.0% | +18.7% | +29.4% | +38.3% |
| 1Y | +58.5% | +13.8% | +44.8% | +48.5% |
| 3Y | +28.1% | +495.0% | -466.8% | -19.0% |
| All | +123.1% | +1,049.5% | -926.4% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling