+5,892.0%
FIX vs CPB
-47.3%
+5,939.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +1.9% |
| 7D | +6.0% | -8.6% | +14.6% | +5.9% |
| 30D | -7.2% | -7.2% | 0.0% | -7.3% |
| 3M | -15.9% | +0.9% | -16.7% | -16.0% |
| 6M | +12.7% | -11.8% | +24.6% | +13.0% |
| YTD | +72.8% | -19.4% | +92.2% | +73.8% |
| 1Y | +122.9% | -30.4% | +153.3% | +126.1% |
| 3Y | +774.3% | -40.2% | +814.5% | +777.2% |
| 5Y | +2,049.5% | -39.5% | +2,089.0% | +2,034.1% |
| All | +5,892.0% | -47.3% | +5,939.3% | +5,909.5% |
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