+7,433.0%
FIX vs CB
+2,551.1%
+4,882.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -11.3% |
| 7D | -27.2% | +2.6% | -29.8% | -28.0% |
| 30D | -46.9% | +11.2% | -58.1% | -49.1% |
| 3M | -44.4% | +5.7% | -50.2% | -45.8% |
| 6M | -50.9% | +15.9% | -66.8% | -54.3% |
| YTD | +3.5% | +20.2% | -16.6% | -5.4% |
| 1Y | -2.1% | +32.4% | -34.5% | -13.9% |
| 3Y | +418.7% | +75.5% | +343.3% | +300.7% |
| 5Y | +894.6% | +105.5% | +789.1% | +620.4% |
| 10Y | +3,465.5% | +258.5% | +3,207.0% | +2,013.0% |
| All | +7,433.0% | +2,551.1% | +4,882.0% | +2,484.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling