+6,161.0%
FIX vs CNC
+91.8%
+6,069.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.7% | +6.0% | +3.0% |
| 7D | +6.1% | -1.0% | +7.1% | +6.2% |
| 30D | -2.7% | -1.8% | -0.9% | -2.5% |
| 3M | -10.9% | -0.7% | -10.3% | -11.2% |
| 6M | +29.0% | +47.9% | -19.0% | +18.0% |
| YTD | +76.9% | +56.9% | +19.9% | +59.1% |
| 1Y | +130.7% | +123.9% | +6.8% | +91.3% |
| 3Y | +790.7% | -1.3% | +791.9% | +727.7% |
| 5Y | +2,185.6% | +2.8% | +2,182.8% | +1,946.1% |
| All | +6,161.0% | +91.8% | +6,069.2% | +5,248.4% |
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