-40.6%
FIX vs CNC
+3.7%
-44.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -6.0% | +11.4% | +1.5% |
| 7D | -17.5% | +1.9% | -19.3% | -14.3% |
| 30D | -41.6% | +7.3% | -48.9% | -38.0% |
| 3M | -40.6% | +8.6% | -49.2% | -37.4% |
| All | -40.6% | +3.7% | -44.3% | -37.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling