+358.4%
CMG vs FIX
+3,723.8%
-3,365.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +8.0% | -13.9% | +21.9% | +10.2% |
| 30D | +13.7% | -35.5% | +49.2% | +21.9% |
| 3M | +11.8% | -33.9% | +45.7% | +18.7% |
| 6M | +10.6% | -43.3% | +53.9% | +19.4% |
| YTD | -2.9% | +18.7% | -21.6% | -11.1% |
| 1Y | +17.8% | +13.8% | +4.1% | +8.4% |
| 3Y | -15.3% | +495.0% | -510.3% | -49.9% |
| 5Y | -0.9% | +1,049.0% | -1,049.9% | -50.9% |
| 10Y | +358.4% | +3,644.4% | -3,286.1% | +77.5% |
| All | +358.4% | +3,723.8% | -3,365.5% | +77.5% |
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