+3,553.2%
FIX vs CP
+257.3%
+3,295.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | +9.4% | +2.1% | +7.3% | +8.1% |
| 30D | -27.8% | +9.3% | -37.1% | -32.1% |
| 3M | -35.6% | +0.5% | -36.0% | -36.4% |
| 6M | -45.2% | +10.4% | -55.6% | -49.5% |
| YTD | +19.5% | +28.7% | -9.2% | -0.7% |
| 1Y | +24.2% | +33.2% | -8.9% | +1.0% |
| 3Y | +494.2% | +38.4% | +455.7% | +361.7% |
| 5Y | +1,036.1% | +26.2% | +1,009.9% | +816.0% |
| All | +3,553.2% | +257.3% | +3,295.9% | +1,607.9% |
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