+13.8%
FIX vs CNC
+97.6%
-83.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.3% |
| 7D | -13.9% | +4.0% | -18.0% | -13.1% |
| 30D | -35.5% | +7.4% | -42.9% | -34.8% |
| 3M | -33.9% | +5.4% | -39.4% | -33.2% |
| 6M | -43.3% | +25.4% | -68.7% | -42.7% |
| YTD | +18.7% | +70.6% | -51.9% | +13.1% |
| 1Y | +13.8% | +104.9% | -91.2% | -1.6% |
| All | +13.8% | +97.6% | -83.8% | -1.6% |
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