+3,800.0%
FIX vs CP
+261.0%
+3,539.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.0% | +7.4% | +8.2% |
| 7D | -7.2% | +2.8% | -10.0% | -9.1% |
| 30D | -35.1% | +11.3% | -46.4% | -39.7% |
| 3M | -34.3% | +2.9% | -37.1% | -36.1% |
| 6M | -42.9% | +9.8% | -52.7% | -47.2% |
| YTD | +19.5% | +28.5% | -9.1% | -0.6% |
| 1Y | +16.8% | +33.5% | -16.7% | -5.1% |
| 3Y | +506.7% | +31.9% | +474.8% | +386.3% |
| 5Y | +1,046.7% | +25.5% | +1,021.2% | +828.2% |
| 10Y | +3,800.0% | +257.6% | +3,542.4% | +1,730.6% |
| All | +3,800.0% | +261.0% | +3,539.0% | +1,730.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling