-69.9%
CBRS vs FIX
-45.6%
-24.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.5% | -2.7% |
| 7D | -4.3% | -13.9% | +9.7% | +4.3% |
| 30D | -42.9% | -35.5% | -7.4% | -23.8% |
| 3M | -59.3% | -33.9% | -25.3% | -46.1% |
| All | -69.9% | -45.6% | -24.3% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · Available span rolling