+41.1%
CLS vs FIX
+128.3%
-87.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.7% |
| 7D | +4.6% | +6.0% | -1.5% | 0.0% |
| 30D | -13.9% | -7.2% | -6.7% | -8.8% |
| 3M | -26.6% | -15.9% | -10.7% | -16.9% |
| 6M | +15.4% | +12.7% | +2.7% | +3.0% |
| YTD | +5.7% | +72.8% | -67.1% | -31.8% |
| 1Y | +41.1% | +122.9% | -81.8% | -13.4% |
| All | +41.1% | +128.3% | -87.1% | -13.4% |
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 · 6 months rolling