+2,105.4%
FIX vs CNC
+4.6%
+2,100.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.0% |
| 7D | +6.0% | +3.5% | +2.5% | +5.8% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | -15.9% | +6.9% | -22.8% | -16.3% |
| 6M | +12.7% | +49.0% | -36.3% | +9.3% |
| YTD | +72.8% | +62.9% | +9.9% | +65.9% |
| 1Y | +122.9% | +134.0% | -11.1% | +107.4% |
| 3Y | +774.3% | +9.4% | +764.9% | +727.1% |
| All | +2,105.4% | +4.6% | +2,100.9% | +1,986.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling