+3,553.2%
FIX vs CNC
+177.3%
+3,375.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | +9.4% | +2.2% | +7.2% | +9.0% |
| 30D | -27.8% | +1.6% | -29.4% | -28.4% |
| 3M | -35.6% | +7.9% | -43.5% | -37.1% |
| 6M | -45.2% | +21.2% | -66.4% | -48.0% |
| YTD | +19.5% | +73.2% | -53.7% | +3.8% |
| 1Y | +24.2% | +97.5% | -73.2% | +4.7% |
| 3Y | +494.2% | -1.2% | +495.4% | +452.8% |
| 5Y | +1,036.1% | -6.1% | +1,042.2% | +948.4% |
| All | +3,553.2% | +177.3% | +3,375.9% | +2,536.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling