+14.4%
FIX vs CPB
-18.4%
+32.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.9% | -21.0% | -11.4% |
| 7D | -18.9% | +13.0% | -31.9% | -12.1% |
| 30D | -36.3% | +20.5% | -56.8% | -27.9% |
| 3M | -38.5% | +2.2% | -40.7% | -35.7% |
| 6M | -42.3% | +15.4% | -57.6% | -35.2% |
| YTD | +17.1% | -12.3% | +29.4% | +18.8% |
| 1Y | +14.4% | -18.0% | +32.4% | +13.8% |
| All | +14.4% | -18.4% | +32.8% | +13.8% |
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