+1,763.7%
CLS vs FIX
+933.9%
+829.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | -3.4% |
| 7D | -22.2% | -17.5% | -4.7% | -11.1% |
| 30D | -44.4% | -41.6% | -2.8% | -19.0% |
| 3M | -34.3% | -40.6% | +6.3% | -5.6% |
| 6M | -50.1% | -49.4% | -0.7% | -20.5% |
| YTD | -30.1% | +9.2% | -39.3% | -34.4% |
| 1Y | -39.3% | +6.5% | -45.8% | -41.4% |
| 3Y | +732.7% | +448.7% | +284.0% | +203.2% |
| All | +1,763.7% | +933.9% | +829.8% | +348.4% |
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 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