+17,743.0%
FIX vs CG
+351.2%
+17,391.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.6% |
| 7D | +6.0% | -4.3% | +10.4% | +8.0% |
| 30D | -7.2% | -5.1% | -2.2% | -5.5% |
| 3M | -15.9% | +8.7% | -24.5% | -19.4% |
| 6M | +12.7% | -9.2% | +22.0% | +16.5% |
| YTD | +72.8% | -18.9% | +91.7% | +85.5% |
| 1Y | +122.9% | -25.6% | +148.5% | +147.8% |
| 3Y | +774.3% | +57.3% | +717.0% | +608.6% |
| 5Y | +2,049.5% | +10.2% | +2,039.3% | +1,819.6% |
| 10Y | +5,821.5% | +364.2% | +5,457.2% | +3,179.2% |
| All | +17,743.0% | +351.2% | +17,391.9% | +9,037.3% |
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 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