+3,711.2%
FIX vs CPB
-40.1%
+3,751.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.3% | +5.0% |
| 7D | +6.4% | -4.1% | +10.5% | +6.2% |
| 30D | -29.1% | +16.9% | -46.0% | -28.7% |
| 3M | -31.1% | -0.6% | -30.6% | -30.9% |
| 6M | -42.8% | +11.4% | -54.2% | -42.7% |
| YTD | +24.6% | -14.8% | +39.5% | +26.0% |
| 1Y | +21.9% | -24.8% | +46.7% | +24.2% |
| 3Y | +524.9% | -36.6% | +561.5% | +530.4% |
| 5Y | +1,092.2% | -33.3% | +1,125.6% | +1,079.0% |
| All | +3,711.2% | -40.1% | +3,751.4% | +3,843.2% |
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