+12,471.5%
FIX vs CP
+4,864.8%
+7,606.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | -2.7% | +8.7% | +7.2% |
| 30D | -7.2% | +0.2% | -7.4% | -7.4% |
| 3M | -15.9% | +2.6% | -18.4% | -17.3% |
| 6M | +12.7% | +6.0% | +6.8% | +9.3% |
| YTD | +72.8% | +24.9% | +47.9% | +55.0% |
| 1Y | +122.9% | +20.1% | +102.8% | +103.2% |
| 3Y | +774.3% | +16.4% | +757.9% | +703.3% |
| 5Y | +2,049.5% | +31.7% | +2,017.7% | +1,756.8% |
| 10Y | +5,821.5% | +223.9% | +5,597.6% | +3,424.0% |
| All | +12,471.5% | +4,864.8% | +7,606.6% | +3,325.3% |
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