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  • FIX vs CG✓SelectedUSD · CGFIX vs CG performance historyLatest closeAs of+9.41%11/09
Stock and ETF performance explorer

FIX vs CG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,800.0%
CG return
+320.1%
Excess return
+3,479.8%
Maximum drawdown
-53.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCGExcessAlpha
1D+9.4%+6.6%+2.8%+6.3%
7D-7.2%+3.0%-10.3%-8.7%
30D-35.1%+10.1%-45.2%-38.4%
3M-34.3%-10.8%-23.4%-31.4%
6M-42.9%-15.2%-27.7%-39.2%
YTD+19.5%-26.9%+46.4%+35.0%
1Y+16.8%-17.0%+33.8%+24.0%
3Y+506.7%+54.6%+452.1%+375.3%
5Y+1,046.7%-16.7%+1,063.4%+1,035.1%
10Y+3,800.0%+320.1%+3,479.8%+2,025.8%
All+3,800.0%+320.1%+3,479.8%+2,025.8%

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