-16.8%
CMG vs FIX
+448.6%
-465.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.4% | -8.2% | -3.3% |
| 7D | +8.0% | -17.5% | +25.4% | +9.6% |
| 30D | +11.9% | -41.6% | +53.5% | +18.1% |
| 3M | +2.1% | -40.6% | +42.7% | +7.3% |
| 6M | +5.2% | -49.4% | +54.5% | +11.7% |
| YTD | -6.9% | +9.2% | -16.1% | -13.0% |
| 1Y | +12.7% | +6.5% | +6.2% | +5.3% |
| 3Y | -16.8% | +448.7% | -465.5% | -46.0% |
| All | -16.8% | +448.6% | -465.4% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling