-50.9%
FIX vs CPB
+17.0%
-67.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.7% | -12.3% | -11.0% |
| 7D | -27.2% | +11.6% | -38.8% | -20.1% |
| 30D | -46.9% | +23.3% | -70.2% | -36.9% |
| 3M | -44.4% | +1.6% | -46.1% | -41.7% |
| 6M | -50.9% | +13.9% | -64.8% | -42.6% |
| All | -50.9% | +17.0% | -67.9% | -42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling