+2,093.5%
CLS vs FIX
+5,126.2%
-3,032.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -11.6% | -1.4% | -9.1% |
| 7D | -27.3% | -27.2% | 0.0% | -18.8% |
| 30D | -47.0% | -46.9% | -0.1% | -34.2% |
| 3M | -43.3% | -44.4% | +1.1% | -30.5% |
| 6M | -50.8% | -50.9% | +0.1% | -37.1% |
| YTD | -30.4% | +3.5% | -34.0% | -29.5% |
| 1Y | -41.7% | -2.1% | -39.6% | -39.4% |
| 3Y | +701.4% | +418.7% | +282.7% | +422.5% |
| 5Y | +1,767.8% | +894.6% | +873.2% | +911.8% |
| 10Y | +1,636.8% | +3,465.5% | -1,828.7% | +558.2% |
| All | +2,093.5% | +5,126.2% | -3,032.7% | +416.3% |
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 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