+6.5%
FIX vs CF
+46.5%
-40.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.8% | +5.6% |
| 7D | -17.5% | -3.2% | -14.3% | -17.9% |
| 30D | -41.6% | +4.3% | -45.9% | -40.6% |
| 3M | -40.6% | +2.8% | -43.4% | -39.6% |
| 6M | -49.4% | +0.6% | -50.0% | -48.7% |
| YTD | +9.2% | +56.6% | -47.5% | +13.3% |
| 1Y | +6.5% | +49.6% | -43.2% | +11.5% |
| All | +6.5% | +46.5% | -40.1% | +11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling