+948.1%
FIX vs CPB
-31.3%
+979.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.0% |
| 7D | -17.5% | +8.0% | -25.4% | -15.2% |
| 30D | -41.6% | +22.4% | -63.9% | -37.5% |
| 3M | -40.6% | +2.5% | -43.1% | -39.1% |
| 6M | -49.4% | +12.2% | -61.6% | -46.6% |
| YTD | +9.2% | -12.8% | +22.0% | +10.4% |
| 1Y | +6.5% | -19.2% | +25.6% | +6.6% |
| 3Y | +448.7% | -35.6% | +484.3% | +421.3% |
| All | +948.1% | -31.3% | +979.4% | +871.2% |
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 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