+12,471.5%
FIX vs CB
+2,329.4%
+10,142.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.6% |
| 7D | +6.0% | +0.5% | +5.5% | +5.8% |
| 30D | -7.2% | -3.1% | -4.1% | -6.3% |
| 3M | -15.9% | +9.0% | -24.8% | -19.5% |
| 6M | +12.7% | +2.9% | +9.9% | +10.0% |
| YTD | +72.8% | +10.1% | +62.7% | +63.6% |
| 1Y | +122.9% | +22.8% | +100.1% | +101.7% |
| 3Y | +774.3% | +73.8% | +700.5% | +577.9% |
| 5Y | +2,049.5% | +99.2% | +1,950.3% | +1,480.2% |
| 10Y | +5,821.5% | +218.2% | +5,603.2% | +3,569.9% |
| All | +12,471.5% | +2,329.4% | +10,142.1% | +4,368.8% |
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