+113.0%
COP vs FIX
+933.9%
-820.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | +0.2% |
| 7D | -11.5% | -17.5% | +5.9% | -10.3% |
| 30D | +5.0% | -41.6% | +46.5% | +9.2% |
| 3M | +17.5% | -40.6% | +58.1% | +21.9% |
| 6M | +16.2% | -49.4% | +65.6% | +21.8% |
| YTD | +48.8% | +9.2% | +39.6% | +40.0% |
| 1Y | +64.1% | +6.5% | +57.6% | +54.4% |
| 3Y | +25.7% | +448.7% | -423.1% | -20.2% |
| All | +113.0% | +933.9% | -820.9% | +9.3% |
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