+8,419.6%
FIX vs CP
+5,028.3%
+3,391.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.5% | -18.6% | -16.6% |
| 7D | -18.9% | +5.6% | -24.5% | -21.1% |
| 30D | -36.3% | +10.0% | -46.3% | -39.3% |
| 3M | -38.5% | +4.4% | -42.9% | -40.2% |
| 6M | -42.3% | +14.1% | -56.3% | -46.3% |
| YTD | +17.1% | +29.1% | -12.0% | +2.8% |
| 1Y | +14.4% | +34.6% | -20.2% | -1.3% |
| 3Y | +486.7% | +29.8% | +456.9% | +410.4% |
| 5Y | +1,083.7% | +28.7% | +1,055.0% | +925.1% |
| 10Y | +3,932.4% | +267.3% | +3,665.1% | +2,169.6% |
| All | +8,419.6% | +5,028.3% | +3,391.3% | +2,172.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling