+3,269.5%
CLS vs FIX
+2,061.9%
+1,207.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.5% |
| 7D | +4.6% | +6.0% | -1.5% | +0.4% |
| 30D | -13.9% | -7.2% | -6.7% | -9.3% |
| 3M | -26.6% | -15.9% | -10.7% | -17.9% |
| 6M | +15.4% | +12.7% | +2.7% | +5.7% |
| YTD | +5.7% | +72.8% | -67.1% | -28.0% |
| 1Y | +41.1% | +122.9% | -81.8% | -18.8% |
| 3Y | +1,228.6% | +774.3% | +454.3% | +249.1% |
| All | +3,269.5% | +2,061.9% | +1,207.6% | +370.6% |
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