+1,980.9%
CLS vs FIX
+1,026.2%
+954.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.4% |
| 7D | +16.3% | +9.4% | +6.9% | +9.1% |
| 30D | -25.7% | -27.8% | +2.1% | -7.0% |
| 3M | -30.9% | -35.6% | +4.7% | -6.3% |
| 6M | -35.5% | -45.2% | +9.7% | -2.9% |
| YTD | -18.7% | +19.5% | -38.2% | -28.4% |
| 1Y | -17.9% | +24.2% | -42.1% | -29.0% |
| 3Y | +838.1% | +494.2% | +343.9% | +222.3% |
| All | +1,980.9% | +1,026.2% | +954.6% | +377.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling