+10,591.8%
FIX vs CG
+283.8%
+10,308.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -6.5% | -5.1% | -8.8% |
| 7D | -27.2% | -1.5% | -25.7% | -26.9% |
| 30D | -46.9% | +2.8% | -49.7% | -47.8% |
| 3M | -44.4% | -19.2% | -25.2% | -39.8% |
| 6M | -50.9% | -21.0% | -29.9% | -46.5% |
| YTD | +3.5% | -31.0% | +34.5% | +18.3% |
| 1Y | -2.1% | -21.1% | +19.0% | +5.5% |
| 3Y | +418.7% | +48.8% | +370.0% | +329.6% |
| 5Y | +894.6% | -21.5% | +916.1% | +911.2% |
| 10Y | +3,465.5% | +298.1% | +3,167.4% | +1,999.8% |
| All | +10,591.8% | +283.8% | +10,308.0% | +5,724.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling