-24.1%
CLS vs FIX
+17.6%
-41.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.8% | +7.4% | +6.9% |
| 7D | +23.5% | +17.0% | +6.5% | +8.2% |
| 30D | -28.9% | -30.6% | +1.7% | -4.1% |
| 3M | -25.2% | -35.0% | +9.9% | +6.3% |
| 6M | -32.1% | -44.0% | +11.9% | +8.8% |
| YTD | -14.1% | +21.1% | -35.2% | -39.9% |
| 1Y | -24.1% | +16.3% | -40.3% | -43.0% |
| All | -24.1% | +17.6% | -41.7% | -43.0% |
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