+3,459.3%
FIX vs CF
+557.2%
+2,902.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +6.2% | -17.7% | -13.1% |
| 7D | -27.2% | +0.4% | -27.6% | -27.5% |
| 30D | -46.9% | +2.2% | -49.1% | -47.5% |
| 3M | -44.4% | +2.1% | -46.5% | -45.3% |
| 6M | -50.9% | -6.5% | -44.4% | -51.0% |
| YTD | +3.5% | +55.6% | -52.0% | -13.9% |
| 1Y | -2.1% | +42.3% | -44.4% | -16.5% |
| 3Y | +418.7% | +55.7% | +363.0% | +315.5% |
| 5Y | +894.6% | +122.4% | +772.1% | +534.6% |
| All | +3,459.3% | +557.2% | +2,902.1% | +1,416.0% |
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