+122.9%
FIX vs CPB
-32.6%
+155.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +0.1% |
| 7D | +6.0% | -8.6% | +14.6% | +1.4% |
| 30D | -7.2% | -7.2% | 0.0% | -10.4% |
| 3M | -15.9% | +0.9% | -16.7% | -14.1% |
| 6M | +12.7% | -11.8% | +24.6% | +8.7% |
| YTD | +72.8% | -19.4% | +92.2% | +63.1% |
| 1Y | +122.9% | -30.4% | +153.3% | +104.1% |
| All | +122.9% | -32.6% | +155.5% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling