-35.8%
CBRS vs FIX
-19.0%
-16.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -6.8% |
| 7D | +15.7% | +6.1% | +9.7% | +10.4% |
| 30D | -11.9% | -2.7% | -9.2% | -8.5% |
| 3M | -16.0% | -10.9% | -5.1% | -14.9% |
| All | -35.8% | -19.0% | -16.8% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling