+205.1%
CRM vs FIX
+3,564.5%
-3,359.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | +2.0% | +9.4% | -7.5% | +0.4% |
| 30D | -7.7% | -27.8% | +20.1% | -3.4% |
| 3M | +8.4% | -35.6% | +43.9% | +14.9% |
| 6M | +31.9% | -45.2% | +77.2% | +42.1% |
| YTD | -17.2% | +19.5% | -36.7% | -27.4% |
| 1Y | -8.6% | +24.2% | -32.9% | -21.0% |
| 3Y | +3.1% | +494.2% | -491.0% | -46.8% |
| 5Y | -27.6% | +1,036.1% | -1,063.7% | -69.8% |
| All | +205.1% | +3,564.5% | -3,359.4% | -7.9% |
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 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