+948.1%
FIX vs CB
+101.1%
+847.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.8% | +7.2% | +5.6% |
| 7D | -17.5% | +0.2% | -17.7% | -17.5% |
| 30D | -41.6% | +9.1% | -50.6% | -42.2% |
| 3M | -40.6% | +3.4% | -44.0% | -40.8% |
| 6M | -49.4% | +14.1% | -63.5% | -50.9% |
| YTD | +9.2% | +18.0% | -8.8% | +4.5% |
| 1Y | +6.5% | +30.1% | -23.7% | -1.5% |
| 3Y | +448.7% | +71.8% | +376.9% | +326.4% |
| All | +948.1% | +101.1% | +847.0% | +607.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling