+3,644.4%
FIX vs CPB
-40.9%
+3,685.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.7% |
| 7D | -13.9% | +2.9% | -16.8% | -13.8% |
| 30D | -35.5% | +17.6% | -53.1% | -35.1% |
| 3M | -33.9% | +2.0% | -36.0% | -33.6% |
| 6M | -43.3% | +11.6% | -54.9% | -43.2% |
| YTD | +18.7% | -13.8% | +32.4% | +20.0% |
| 1Y | +13.8% | -21.6% | +35.3% | +15.7% |
| 3Y | +495.0% | -35.8% | +530.8% | +500.6% |
| 5Y | +1,049.0% | -33.3% | +1,082.3% | +1,039.6% |
| 10Y | +3,644.4% | -39.4% | +3,683.8% | +3,756.9% |
| All | +3,644.4% | -40.9% | +3,685.3% | +3,756.9% |
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