+1,751.5%
CLS vs FIX
+4,032.2%
-2,280.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +9.4% | -1.6% | +2.3% |
| 7D | -10.6% | -7.2% | -3.3% | -6.7% |
| 30D | -38.4% | -35.1% | -3.3% | -20.9% |
| 3M | -29.9% | -34.3% | +4.4% | -10.5% |
| 6M | -40.6% | -42.9% | +2.3% | -18.4% |
| YTD | -24.6% | +19.5% | -44.0% | -30.8% |
| 1Y | -30.8% | +16.8% | -47.6% | -35.0% |
| 3Y | +811.7% | +506.7% | +305.0% | +289.4% |
| 5Y | +1,838.4% | +1,046.7% | +791.7% | +512.9% |
| 10Y | +1,751.5% | +3,800.0% | -2,048.5% | +300.5% |
| All | +1,751.5% | +4,032.2% | -2,280.7% | +300.5% |
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 · 6 months rolling