+894.6%
FIX vs CP
+27.2%
+867.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.7% | -10.9% | -11.2% |
| 7D | -27.2% | +6.1% | -33.3% | -29.7% |
| 30D | -46.9% | +9.8% | -56.7% | -49.7% |
| 3M | -44.4% | +2.7% | -47.2% | -45.6% |
| 6M | -50.9% | +12.8% | -63.7% | -54.8% |
| YTD | +3.5% | +28.2% | -24.6% | -11.6% |
| 1Y | -2.1% | +34.1% | -36.2% | -18.6% |
| 3Y | +418.7% | +28.9% | +389.9% | +332.6% |
| 5Y | +894.6% | +27.1% | +867.5% | +711.8% |
| All | +894.6% | +27.2% | +867.4% | +711.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling