+3,800.0%
FIX vs CPB
-39.9%
+3,839.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.2% | +10.6% | +9.4% |
| 7D | -7.2% | +3.3% | -10.5% | -7.0% |
| 30D | -35.1% | +19.0% | -54.1% | -34.7% |
| 3M | -34.3% | +0.4% | -34.7% | -33.9% |
| 6M | -42.9% | +13.0% | -55.9% | -42.8% |
| YTD | +19.5% | -12.7% | +32.2% | +20.9% |
| 1Y | +16.8% | -20.9% | +37.7% | +18.8% |
| 3Y | +506.7% | -35.4% | +542.1% | +513.3% |
| 5Y | +1,046.7% | -32.3% | +1,079.0% | +1,037.3% |
| 10Y | +3,800.0% | -40.5% | +3,840.5% | +4,034.1% |
| All | +3,800.0% | -39.9% | +3,839.9% | +4,034.1% |
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 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