+3,653.2%
FIX vs CP
+253.8%
+3,399.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.7% | +7.1% | +6.5% |
| 7D | -17.5% | +2.8% | -20.2% | -19.2% |
| 30D | -41.6% | +10.2% | -51.8% | -45.5% |
| 3M | -40.6% | +2.4% | -42.9% | -42.1% |
| 6M | -49.4% | +7.7% | -57.0% | -52.6% |
| YTD | +9.2% | +26.0% | -16.8% | -8.1% |
| 1Y | +6.5% | +34.6% | -28.2% | -14.2% |
| 3Y | +448.7% | +26.7% | +422.0% | +350.8% |
| 5Y | +948.7% | +24.9% | +923.8% | +749.4% |
| All | +3,653.2% | +253.8% | +3,399.4% | +1,697.1% |
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