+24,886.8%
FIX vs CF
+5,948.3%
+18,938.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.1% |
| YTD | +72.8% | +74.9% | -2.2% | +43.2% |
| 1Y | +122.9% | +61.7% | +61.2% | +88.0% |
| 3Y | +774.3% | +80.3% | +694.0% | +596.6% |
| 5Y | +2,049.5% | +226.0% | +1,823.5% | +1,264.1% |
| 10Y | +5,821.5% | +569.9% | +5,251.6% | +2,831.0% |
| All | +24,886.8% | +5,948.3% | +18,938.5% | +5,230.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling