+728.5%
CLS vs FIX
+420.3%
+308.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -11.6% | -1.4% | -4.0% |
| 7D | -27.3% | -27.2% | 0.0% | -7.3% |
| 30D | -47.0% | -46.9% | -0.1% | -14.0% |
| 3M | -43.3% | -44.4% | +1.1% | -11.3% |
| 6M | -50.8% | -50.9% | +0.1% | -16.4% |
| YTD | -30.4% | +3.5% | -34.0% | -33.6% |
| 1Y | -41.7% | -2.1% | -39.6% | -41.3% |
| All | +728.5% | +420.3% | +308.3% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling