+61,790.4%
FIX vs CNC
+5,537.6%
+56,252.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.2% |
| 7D | +6.0% | +3.5% | +2.5% | +5.2% |
| 30D | -7.2% | +0.1% | -7.3% | -7.4% |
| 3M | -15.9% | +6.9% | -22.8% | -17.6% |
| 6M | +12.7% | +49.0% | -36.3% | +0.8% |
| YTD | +72.8% | +62.9% | +9.9% | +50.3% |
| 1Y | +122.9% | +134.0% | -11.1% | +76.0% |
| 3Y | +774.3% | +9.4% | +764.9% | +676.0% |
| 5Y | +2,049.5% | +4.1% | +2,045.3% | +1,796.8% |
| 10Y | +5,821.5% | +95.4% | +5,726.1% | +4,133.4% |
| All | +61,790.4% | +5,537.6% | +56,252.8% | +19,286.1% |
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