-35.3%
CLS vs FIX
+14.0%
-49.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +9.4% | -1.6% | +0.1% |
| 7D | -10.6% | -7.2% | -3.3% | -5.6% |
| 30D | -38.4% | -35.1% | -3.3% | -12.1% |
| 3M | -29.9% | -34.3% | +4.4% | -1.2% |
| 6M | -40.6% | -42.9% | +2.3% | -6.8% |
| YTD | -24.6% | +19.5% | -44.0% | -46.7% |
| All | -35.3% | +14.0% | -49.4% | -51.0% |
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