-2.1%
FIX vs CB
+31.4%
-33.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -12.3% |
| 7D | -27.2% | +2.6% | -29.8% | -24.9% |
| 30D | -46.9% | +11.2% | -58.1% | -40.3% |
| 3M | -44.4% | +5.7% | -50.2% | -40.6% |
| 6M | -50.9% | +15.9% | -66.8% | -41.9% |
| YTD | +3.5% | +20.2% | -16.6% | +32.5% |
| 1Y | -2.1% | +32.4% | -34.5% | +41.3% |
| All | -2.1% | +31.4% | -33.5% | +41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling