+1,989.6%
COP vs FIX
+7,433.0%
-5,443.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.6% | +10.5% | +0.9% |
| 7D | -9.7% | -27.2% | +17.5% | -4.9% |
| 30D | +4.7% | -46.9% | +51.6% | +16.0% |
| 3M | +18.5% | -44.4% | +63.0% | +29.8% |
| 6M | +11.4% | -50.9% | +62.3% | +23.2% |
| YTD | +47.9% | +3.5% | +44.4% | +40.3% |
| 1Y | +59.3% | -2.1% | +61.4% | +52.1% |
| 3Y | +23.6% | +418.7% | -395.2% | -19.2% |
| 5Y | +113.1% | +894.6% | -781.5% | +20.4% |
| 10Y | +329.1% | +3,465.5% | -3,136.4% | +90.1% |
| All | +1,989.6% | +7,433.0% | -5,443.5% | +628.1% |
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