-2.5%
CMG vs FIX
+2,061.9%
-2,064.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.0% |
| 7D | -2.8% | +6.0% | -8.8% | -3.9% |
| 30D | +7.1% | -7.2% | +14.4% | +8.4% |
| 3M | +31.2% | -15.9% | +47.0% | +33.7% |
| 6M | +0.7% | +12.7% | -12.1% | -4.4% |
| YTD | -0.1% | +72.8% | -72.9% | -14.4% |
| 1Y | -10.7% | +122.9% | -133.6% | -28.8% |
| 3Y | -4.7% | +774.3% | -779.0% | -54.2% |
| All | -2.5% | +2,061.9% | -2,064.4% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling