-10.0%
CRM vs FIX
+14.3%
-24.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.1% | +17.3% | -1.4% |
| 7D | -6.2% | -18.9% | +12.7% | -10.4% |
| 30D | -1.2% | -36.3% | +35.1% | -11.1% |
| 3M | +19.1% | -38.5% | +57.6% | +6.7% |
| 6M | +23.0% | -42.3% | +65.2% | +10.4% |
| YTD | -13.7% | +17.1% | -30.8% | -18.6% |
| 1Y | -10.0% | +14.4% | -24.4% | -15.4% |
| All | -10.0% | +14.3% | -24.3% | -15.4% |
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