+2,105.4%
FIX vs CG
+10.1%
+2,095.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.7% |
| 7D | +6.0% | -4.3% | +10.4% | +8.3% |
| 30D | -7.2% | -5.1% | -2.2% | -5.3% |
| 3M | -15.9% | +8.7% | -24.5% | -20.1% |
| 6M | +12.7% | -9.2% | +22.0% | +17.0% |
| YTD | +72.8% | -18.9% | +91.7% | +87.6% |
| 1Y | +122.9% | -25.6% | +148.5% | +152.3% |
| 3Y | +774.3% | +57.3% | +717.0% | +579.7% |
| All | +2,105.4% | +10.1% | +2,095.3% | +1,827.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling