+1,083.7%
FIX vs CF
+111.0%
+972.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.4% | -10.7% | -14.9% |
| 7D | -18.9% | -6.9% | -12.0% | -18.6% |
| 30D | -36.3% | -3.7% | -32.6% | -36.2% |
| 3M | -38.5% | -5.0% | -33.6% | -38.5% |
| 6M | -42.3% | -10.5% | -31.8% | -42.1% |
| YTD | +17.1% | +46.5% | -29.4% | +8.7% |
| 1Y | +14.4% | +34.8% | -20.4% | +7.4% |
| 3Y | +486.7% | +46.7% | +440.0% | +435.0% |
| 5Y | +1,083.7% | +112.0% | +971.7% | +867.4% |
| All | +1,083.7% | +111.0% | +972.7% | +867.4% |
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