+323.6%
CMG vs FIX
+5,976.4%
-5,652.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.4% |
| 7D | -1.5% | +6.1% | -7.5% | -2.6% |
| 30D | +12.7% | -2.7% | +15.4% | +13.0% |
| 3M | +26.3% | -10.9% | +37.2% | +27.5% |
| 6M | +4.5% | +29.0% | -24.5% | -2.9% |
| YTD | -0.1% | +76.9% | -77.0% | -13.6% |
| 1Y | -6.8% | +130.7% | -137.5% | -24.5% |
| 3Y | -5.0% | +790.7% | -795.7% | -46.6% |
| 5Y | -3.0% | +2,185.6% | -2,188.6% | -56.4% |
| 10Y | +323.6% | +5,993.3% | -5,669.7% | +60.8% |
| All | +323.6% | +5,976.4% | -5,652.8% | +60.8% |
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