+17.8%
CMG vs FIX
+13.3%
+4.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.5% |
| 7D | +8.0% | -13.9% | +21.9% | +7.9% |
| 30D | +13.7% | -35.5% | +49.2% | +13.9% |
| 3M | +11.8% | -33.9% | +45.7% | +11.9% |
| 6M | +10.6% | -43.3% | +53.9% | +9.4% |
| YTD | -2.9% | +18.7% | -21.6% | -5.4% |
| 1Y | +17.8% | +13.8% | +4.1% | +14.0% |
| All | +17.8% | +13.3% | +4.5% | +14.0% |
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