-8.7%
CMG vs FIX
+125.7%
-134.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.4% |
| 7D | -6.5% | +3.5% | -10.0% | -6.6% |
| 30D | +12.1% | -3.5% | +15.6% | +12.3% |
| 3M | +20.6% | -11.8% | +32.4% | +19.8% |
| 6M | +2.1% | +17.8% | -15.7% | -1.3% |
| YTD | -2.6% | +73.3% | -75.9% | -8.8% |
| 1Y | -8.7% | +128.1% | -136.8% | -12.1% |
| All | -8.7% | +125.7% | -134.4% | -12.1% |
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 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