+44,545.1%
FIX vs CNC
+5,826.8%
+38,718.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.4% | +4.6% | +4.9% |
| 7D | +6.4% | -7.3% | +13.7% | +8.1% |
| 30D | -29.1% | +5.2% | -34.2% | -30.6% |
| 3M | -31.1% | +8.6% | -39.8% | -33.3% |
| 6M | -42.8% | +25.1% | -67.9% | -46.8% |
| YTD | +24.6% | +71.3% | -46.6% | +5.9% |
| 1Y | +21.9% | +99.3% | -77.4% | -0.2% |
| 3Y | +524.9% | -1.9% | +526.9% | +466.4% |
| 5Y | +1,092.2% | -6.4% | +1,098.6% | +974.1% |
| 10Y | +3,759.0% | +178.1% | +3,580.9% | +2,428.5% |
| All | +44,545.1% | +5,826.8% | +38,718.2% | +13,556.4% |
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 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