+12.7%
FIX vs CF
+27.0%
-14.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +1.0% |
| 7D | +6.0% | +6.0% | 0.0% | +7.8% |
| 30D | -7.2% | +14.8% | -22.1% | -3.4% |
| 3M | -15.9% | +14.1% | -29.9% | -12.3% |
| 6M | +12.7% | +28.5% | -15.8% | +25.9% |
| All | +12.7% | +27.0% | -14.2% | +25.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling