+3,231.7%
CLS vs FIX
+8,621.7%
-5,389.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.2% |
| 7D | +4.6% | +6.0% | -1.5% | +2.6% |
| 30D | -13.9% | -7.2% | -6.7% | -11.6% |
| 3M | -26.6% | -15.9% | -10.7% | -22.1% |
| 6M | +15.4% | +12.7% | +2.7% | +12.0% |
| YTD | +5.7% | +72.8% | -67.1% | -10.4% |
| 1Y | +41.1% | +122.9% | -81.8% | +11.0% |
| 3Y | +1,228.6% | +774.3% | +454.3% | +620.2% |
| 5Y | +3,240.6% | +2,049.5% | +1,191.2% | +1,316.1% |
| 10Y | +2,760.3% | +5,821.5% | -3,061.1% | +804.1% |
| All | +3,231.7% | +8,621.7% | -5,389.9% | +556.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling