+1,971.0%
COP vs FIX
+12,471.5%
-10,500.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | +3.0% | +6.0% | -3.0% | +1.9% |
| 30D | +17.5% | -7.2% | +24.7% | +18.8% |
| 3M | +13.4% | -15.9% | +29.2% | +15.5% |
| 6M | +17.7% | +12.7% | +5.0% | +12.4% |
| YTD | +46.6% | +72.8% | -26.2% | +28.5% |
| 1Y | +44.6% | +122.9% | -78.3% | +19.4% |
| 3Y | +20.7% | +774.3% | -753.6% | -27.5% |
| 5Y | +185.0% | +2,049.5% | -1,864.4% | +41.3% |
| 10Y | +347.0% | +5,821.5% | -5,474.5% | +82.7% |
| All | +1,971.0% | +12,471.5% | -10,500.4% | +566.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling