+2,105.4%
FIX vs CF
+227.0%
+1,878.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.1% |
| 7D | +6.0% | +6.0% | 0.0% | +5.6% |
| 30D | -7.2% | +14.8% | -22.1% | -8.2% |
| 3M | -15.9% | +14.1% | -29.9% | -16.9% |
| 6M | +12.7% | +28.5% | -15.8% | +8.2% |
| YTD | +72.8% | +74.9% | -2.2% | +58.1% |
| 1Y | +122.9% | +61.7% | +61.2% | +106.0% |
| 3Y | +774.3% | +80.3% | +694.0% | +680.6% |
| All | +2,105.4% | +227.0% | +1,878.5% | +1,491.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling