+186.4%
COP vs FIX
+2,061.9%
-1,875.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | +3.0% | +6.0% | -3.0% | +2.4% |
| 30D | +17.5% | -7.2% | +24.7% | +18.2% |
| 3M | +13.4% | -15.9% | +29.2% | +14.6% |
| 6M | +17.7% | +12.7% | +5.0% | +14.1% |
| YTD | +46.6% | +72.8% | -26.2% | +33.1% |
| 1Y | +44.6% | +122.9% | -78.3% | +24.8% |
| 3Y | +20.7% | +774.3% | -753.6% | -26.7% |
| All | +186.4% | +2,061.9% | -1,875.5% | +24.7% |
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