+3,459.3%
FIX vs CB
+254.3%
+3,205.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -11.2% |
| 7D | -27.2% | +2.6% | -29.8% | -28.3% |
| 30D | -46.9% | +11.2% | -58.1% | -50.0% |
| 3M | -44.4% | +5.7% | -50.2% | -46.4% |
| 6M | -50.9% | +15.9% | -66.8% | -55.8% |
| YTD | +3.5% | +20.2% | -16.6% | -9.6% |
| 1Y | -2.1% | +32.4% | -34.5% | -19.7% |
| 3Y | +418.7% | +75.5% | +343.3% | +236.5% |
| 5Y | +894.6% | +105.5% | +789.1% | +464.6% |
| All | +3,459.3% | +254.3% | +3,205.0% | +1,125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling