+122.9%
FIX vs CNC
+129.2%
-6.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +1.9% |
| 7D | +6.0% | +3.5% | +2.5% | +6.0% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -15.9% | +6.9% | -22.8% | -15.9% |
| 6M | +12.7% | +49.0% | -36.3% | +11.6% |
| YTD | +72.8% | +62.9% | +9.9% | +69.0% |
| 1Y | +122.9% | +134.0% | -11.1% | +116.7% |
| All | +122.9% | +129.2% | -6.3% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling