+16,833.3%
FIX vs CF
+4,965.4%
+11,867.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -4.4% | -10.7% | -14.0% |
| 7D | -18.9% | -6.9% | -12.0% | -17.4% |
| 30D | -36.3% | -3.7% | -32.6% | -35.8% |
| 3M | -38.5% | -5.0% | -33.6% | -38.2% |
| 6M | -42.3% | -10.5% | -31.8% | -41.6% |
| YTD | +17.1% | +46.5% | -29.4% | +1.1% |
| 1Y | +14.4% | +34.8% | -20.4% | +0.9% |
| 3Y | +486.7% | +46.7% | +440.0% | +392.4% |
| 5Y | +1,083.7% | +112.0% | +971.7% | +745.7% |
| 10Y | +3,932.4% | +529.7% | +3,402.7% | +1,927.8% |
| All | +16,833.3% | +4,965.4% | +11,867.9% | +3,663.2% |
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