+238.9%
CRM vs FIX
+6,344.9%
-6,106.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.3% | +0.8% |
| 7D | -4.4% | +5.0% | -9.4% | -5.3% |
| 30D | +28.1% | -2.7% | +30.9% | +28.3% |
| 3M | +48.8% | -8.2% | +57.1% | +48.6% |
| 6M | +28.3% | +20.3% | +8.0% | +18.9% |
| YTD | -6.0% | +81.4% | -87.4% | -22.0% |
| 1Y | +1.4% | +121.5% | -120.1% | -20.9% |
| 3Y | +11.8% | +807.4% | -795.6% | -45.0% |
| 5Y | -2.0% | +2,306.7% | -2,308.8% | -63.7% |
| All | +238.9% | +6,344.9% | -6,106.0% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling