+356.1%
CMG vs FIX
+3,749.1%
-3,393.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +2.2% |
| 7D | +8.6% | -7.2% | +15.8% | +9.3% |
| 30D | +13.1% | -35.1% | +48.3% | +21.1% |
| 3M | +9.0% | -34.3% | +43.3% | +15.9% |
| 6M | +10.0% | -42.9% | +52.9% | +18.7% |
| YTD | -3.4% | +19.5% | -22.9% | -11.6% |
| 1Y | +16.8% | +16.8% | +0.1% | +6.9% |
| 3Y | -14.7% | +506.7% | -521.4% | -49.7% |
| 5Y | -1.5% | +1,046.7% | -1,048.2% | -51.2% |
| All | +356.1% | +3,749.1% | -3,393.0% | +76.4% |
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 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