+2,105.4%
FIX vs CP
+32.0%
+2,073.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | +6.0% | -2.7% | +8.7% | +7.5% |
| 30D | -7.2% | +0.2% | -7.4% | -7.5% |
| 3M | -15.9% | +2.6% | -18.4% | -17.7% |
| 6M | +12.7% | +6.0% | +6.8% | +8.1% |
| YTD | +72.8% | +24.9% | +47.9% | +50.1% |
| 1Y | +122.9% | +20.1% | +102.8% | +97.8% |
| 3Y | +774.3% | +16.4% | +757.9% | +675.8% |
| All | +2,105.4% | +32.0% | +2,073.4% | +1,650.4% |
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