+1,628.1%
CLS vs FIX
+3,608.1%
-1,980.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -2.7% |
| 7D | -22.2% | -17.5% | -4.7% | -13.0% |
| 30D | -44.4% | -41.6% | -2.8% | -24.1% |
| 3M | -34.3% | -40.6% | +6.3% | -11.1% |
| 6M | -50.1% | -49.4% | -0.7% | -26.4% |
| YTD | -30.1% | +9.2% | -39.3% | -32.3% |
| 1Y | -39.3% | +6.5% | -45.8% | -39.8% |
| 3Y | +732.7% | +448.7% | +284.0% | +277.4% |
| 5Y | +1,777.2% | +948.7% | +828.5% | +527.6% |
| All | +1,628.1% | +3,608.1% | -1,980.0% | +297.4% |
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 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 · 6 months rolling