+7,433.0%
FIX vs CPB
+16.9%
+7,416.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +0.7% | -12.3% | -11.7% |
| 7D | -27.2% | +11.6% | -38.8% | -29.1% |
| 30D | -46.9% | +23.3% | -70.2% | -49.5% |
| 3M | -44.4% | +1.6% | -46.1% | -45.1% |
| 6M | -50.9% | +13.9% | -64.8% | -53.3% |
| YTD | +3.5% | -11.7% | +15.2% | +3.9% |
| 1Y | -2.1% | -18.2% | +16.1% | -0.1% |
| 3Y | +418.7% | -35.2% | +453.9% | +441.4% |
| 5Y | +894.6% | -30.5% | +925.1% | +898.1% |
| 10Y | +3,465.5% | -37.1% | +3,502.6% | +3,419.6% |
| All | +7,433.0% | +16.9% | +7,416.1% | +5,342.0% |
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