-42.3%
FIX vs COMP
+37.2%
-79.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.7% | -22.8% | -15.4% |
| 7D | -18.9% | +9.5% | -28.4% | -19.3% |
| 30D | -36.3% | +8.1% | -44.4% | -36.6% |
| 3M | -38.5% | -16.3% | -22.2% | -37.3% |
| 6M | -42.3% | +42.2% | -84.5% | -46.0% |
| All | -42.3% | +37.2% | -79.4% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 6mo: compounded portfolio wealth divided by compounded COMP 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…
6mo analysis · Full analysis span regression · 6 months rolling