+3,553.2%
FIX vs CPB
-38.9%
+3,592.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.6% | -1.2% |
| 7D | +9.4% | -1.6% | +11.0% | +9.4% |
| 30D | -27.8% | +19.2% | -47.0% | -27.3% |
| 3M | -35.6% | -0.9% | -34.6% | -35.2% |
| 6M | -45.2% | +15.2% | -60.5% | -45.1% |
| YTD | +19.5% | -13.1% | +32.5% | +20.9% |
| 1Y | +24.2% | -22.4% | +46.7% | +26.6% |
| 3Y | +494.2% | -35.3% | +529.5% | +500.0% |
| 5Y | +1,036.1% | -33.0% | +1,069.1% | +1,028.1% |
| All | +3,553.2% | -38.9% | +3,592.1% | +3,683.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling