+506.7%
FIX vs CG
+52.0%
+454.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +6.6% | +2.8% | +5.9% |
| 7D | -7.2% | +3.0% | -10.3% | -8.8% |
| 30D | -35.1% | +10.1% | -45.2% | -38.7% |
| 3M | -34.3% | -10.8% | -23.4% | -30.8% |
| 6M | -42.9% | -15.2% | -27.7% | -38.5% |
| YTD | +19.5% | -26.9% | +46.4% | +38.0% |
| 1Y | +16.8% | -17.0% | +33.8% | +24.4% |
| 3Y | +506.7% | +54.6% | +452.1% | +375.4% |
| All | +506.7% | +52.0% | +454.7% | +375.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling