-39.3%
CLS vs FIX
+3.4%
-42.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -4.0% |
| 7D | -22.2% | -17.5% | -4.7% | -9.3% |
| 30D | -44.4% | -41.6% | -2.8% | -13.0% |
| 3M | -34.3% | -40.6% | +6.3% | +0.9% |
| 6M | -50.1% | -49.4% | -0.7% | -12.6% |
| YTD | -30.1% | +9.2% | -39.3% | -47.3% |
| 1Y | -39.3% | +6.5% | -45.8% | -52.4% |
| All | -39.3% | +3.4% | -42.7% | -52.4% |
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 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