+42,404.3%
FIX vs CNC
+5,802.5%
+36,601.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.2% |
| 7D | -13.9% | +4.0% | -18.0% | -15.4% |
| 30D | -35.5% | +7.4% | -42.9% | -37.2% |
| 3M | -33.9% | +5.4% | -39.4% | -35.6% |
| 6M | -43.3% | +25.4% | -68.7% | -47.3% |
| YTD | +18.7% | +70.6% | -51.9% | +0.9% |
| 1Y | +13.8% | +104.9% | -91.2% | -7.5% |
| 3Y | +495.0% | -2.3% | +497.3% | +439.7% |
| 5Y | +1,049.0% | -6.5% | +1,055.5% | +935.3% |
| 10Y | +3,644.4% | +153.3% | +3,491.2% | +2,406.9% |
| All | +42,404.3% | +5,802.5% | +36,601.9% | +12,912.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling