+17.3%
CMG vs FIX
+14.0%
+3.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +9.4% | -5.6% | +3.8% |
| 7D | +8.6% | -7.2% | +15.8% | +8.3% |
| 30D | +13.1% | -35.1% | +48.3% | +13.3% |
| 3M | +9.0% | -34.3% | +43.3% | +9.2% |
| 6M | +10.0% | -42.9% | +52.9% | +8.8% |
| YTD | -3.4% | +19.5% | -22.9% | -5.9% |
| All | +17.3% | +14.0% | +3.2% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling