+1,046.7%
FIX vs CPB
-31.8%
+1,078.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.2% | +10.6% | +9.0% |
| 7D | -7.2% | +3.3% | -10.5% | -5.9% |
| 30D | -35.1% | +19.0% | -54.1% | -31.2% |
| 3M | -34.3% | +0.4% | -34.7% | -33.0% |
| 6M | -42.9% | +13.0% | -55.9% | -39.8% |
| YTD | +19.5% | -12.7% | +32.2% | +20.8% |
| 1Y | +16.8% | -20.9% | +37.7% | +16.5% |
| 3Y | +506.7% | -35.4% | +542.1% | +476.1% |
| 5Y | +1,046.7% | -32.3% | +1,079.0% | +965.8% |
| All | +1,046.7% | -31.8% | +1,078.5% | +965.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling