-6.0%
CMG vs FIX
+765.6%
-771.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -2.8% | +6.0% | -8.8% | -3.6% |
| 30D | +7.1% | -7.2% | +14.4% | +8.0% |
| 3M | +31.2% | -15.9% | +47.0% | +32.8% |
| 6M | +0.7% | +12.7% | -12.1% | -3.2% |
| YTD | -0.1% | +72.8% | -72.9% | -10.9% |
| 1Y | -10.7% | +122.9% | -133.6% | -24.4% |
| All | -6.0% | +765.6% | -771.7% | -45.9% |
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