+1,049.0%
FIX vs CG
-16.5%
+1,065.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | +0.1% |
| 7D | -13.9% | +2.0% | -15.9% | -14.8% |
| 30D | -35.5% | +8.5% | -44.1% | -38.4% |
| 3M | -33.9% | -12.1% | -21.8% | -30.4% |
| 6M | -43.3% | -16.4% | -26.9% | -39.0% |
| YTD | +18.7% | -28.0% | +46.6% | +35.9% |
| 1Y | +13.8% | -18.9% | +32.7% | +22.4% |
| 3Y | +495.0% | +51.2% | +443.7% | +371.0% |
| 5Y | +1,049.0% | -15.9% | +1,064.9% | +1,016.0% |
| All | +1,049.0% | -16.5% | +1,065.6% | +1,016.0% |
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 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