+14.4%
FIX vs CG
-14.1%
+28.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +4.5% | -19.6% | -16.2% |
| 7D | -18.9% | +9.4% | -28.4% | -21.1% |
| 30D | -36.3% | +8.7% | -45.0% | -37.8% |
| 3M | -38.5% | -15.0% | -23.5% | -34.8% |
| 6M | -42.3% | -13.2% | -29.1% | -39.5% |
| YTD | +17.1% | -26.2% | +43.2% | +22.7% |
| 1Y | +14.4% | -14.1% | +28.5% | +5.1% |
| All | +14.4% | -14.1% | +28.5% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling