+3,644.4%
FIX vs CG
+308.6%
+3,335.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | 0.0% |
| 7D | -13.9% | +2.0% | -15.9% | -14.8% |
| 30D | -35.5% | +8.5% | -44.1% | -38.3% |
| 3M | -33.9% | -12.1% | -21.8% | -30.5% |
| 6M | -43.3% | -16.4% | -26.9% | -39.2% |
| YTD | +18.7% | -28.0% | +46.6% | +35.1% |
| 1Y | +13.8% | -18.9% | +32.7% | +22.1% |
| 3Y | +495.0% | +51.2% | +443.7% | +371.1% |
| 5Y | +1,049.0% | -15.9% | +1,064.9% | +1,032.3% |
| 10Y | +3,644.4% | +305.9% | +3,338.5% | +1,998.0% |
| All | +3,644.4% | +308.6% | +3,335.8% | +1,998.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling