+894.6%
FIX vs CAPR
+126.3%
+768.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -3.6% | -8.0% | -11.5% |
| 7D | -27.2% | +29.7% | -57.0% | -27.5% |
| 30D | -46.9% | +11.0% | -57.9% | -47.0% |
| 3M | -44.4% | +118.8% | -163.2% | -45.2% |
| 6M | -50.9% | -73.9% | +23.0% | -50.5% |
| YTD | +3.5% | -70.2% | +73.7% | +4.2% |
| 1Y | -2.1% | +38.3% | -40.4% | -6.9% |
| 3Y | +418.7% | +199.7% | +219.1% | +337.8% |
| 5Y | +894.6% | +130.6% | +764.0% | +705.3% |
| All | +894.6% | +126.3% | +768.2% | +705.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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