+3,653.2%
FIX vs CF
+561.7%
+3,091.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.3% |
| 7D | -17.5% | -3.2% | -14.3% | -16.9% |
| 30D | -41.6% | +4.3% | -45.9% | -42.5% |
| 3M | -40.6% | +2.8% | -43.4% | -41.6% |
| 6M | -49.4% | +0.6% | -50.0% | -50.4% |
| YTD | +9.2% | +56.6% | -47.5% | -9.4% |
| 1Y | +6.5% | +49.6% | -43.2% | -10.6% |
| 3Y | +448.7% | +61.5% | +387.2% | +334.5% |
| 5Y | +948.7% | +124.0% | +824.8% | +568.1% |
| All | +3,653.2% | +561.7% | +3,091.5% | +1,495.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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