+325.9%
CMG vs FIX
+3,564.5%
-3,238.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +2.5% | +9.4% | -7.0% | +0.8% |
| 30D | +15.6% | -27.8% | +43.4% | +21.3% |
| 3M | +8.2% | -35.6% | +43.7% | +15.4% |
| 6M | +9.9% | -45.2% | +55.1% | +19.5% |
| YTD | -4.6% | +19.5% | -24.1% | -12.8% |
| 1Y | +12.4% | +24.2% | -11.8% | +1.6% |
| 3Y | -18.0% | +494.2% | -512.1% | -51.4% |
| 5Y | -5.3% | +1,036.1% | -1,041.5% | -52.9% |
| All | +325.9% | +3,564.5% | -3,238.6% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling