+5,892.0%
FIX vs CF
+569.3%
+5,322.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.7% |
| 7D | +6.0% | +6.0% | 0.0% | +4.4% |
| 30D | -7.2% | +14.8% | -22.1% | -10.8% |
| 3M | -15.9% | +14.1% | -29.9% | -19.4% |
| 6M | +12.7% | +28.5% | -15.8% | +1.4% |
| YTD | +72.8% | +74.9% | -2.2% | +40.8% |
| 1Y | +122.9% | +61.7% | +61.2% | +85.2% |
| 3Y | +774.3% | +80.3% | +694.0% | +578.0% |
| 5Y | +2,049.5% | +226.0% | +1,823.5% | +1,109.9% |
| All | +5,892.0% | +569.3% | +5,322.6% | +2,575.8% |
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