+12,471.5%
FIX vs CPB
+6.7%
+12,464.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.6% |
| 7D | +6.0% | -8.6% | +14.6% | +8.0% |
| 30D | -7.2% | -7.2% | 0.0% | -6.0% |
| 3M | -15.9% | +0.9% | -16.7% | -17.1% |
| 6M | +12.7% | -11.8% | +24.6% | +14.3% |
| YTD | +72.8% | -19.4% | +92.2% | +78.0% |
| 1Y | +122.9% | -30.4% | +153.3% | +137.1% |
| 3Y | +774.3% | -40.2% | +814.5% | +831.4% |
| 5Y | +2,049.5% | -39.5% | +2,089.0% | +2,147.7% |
| 10Y | +5,821.5% | -47.4% | +5,868.8% | +6,087.8% |
| All | +12,471.5% | +6.7% | +12,464.8% | +9,225.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling