+2,029.3%
CLS vs FIX
+3,615.9%
-1,586.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +6.2% |
| 7D | +23.5% | +17.0% | +6.5% | +12.6% |
| 30D | -28.9% | -30.6% | +1.7% | -12.2% |
| 3M | -25.2% | -35.0% | +9.9% | -4.0% |
| 6M | -32.1% | -44.0% | +11.9% | -5.6% |
| YTD | -14.1% | +21.1% | -35.2% | -21.7% |
| 1Y | -24.1% | +16.3% | -40.3% | -28.6% |
| 3Y | +897.0% | +507.4% | +389.6% | +323.9% |
| 5Y | +2,089.9% | +1,052.1% | +1,037.9% | +587.7% |
| All | +2,029.3% | +3,615.9% | -1,586.6% | +359.3% |
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