-8.6%
CRM vs FIX
+15.7%
-24.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | -0.2% |
| 7D | +2.0% | +9.4% | -7.5% | +4.2% |
| 30D | -7.7% | -27.8% | +20.1% | -14.6% |
| 3M | +8.4% | -35.6% | +43.9% | -2.4% |
| 6M | +31.9% | -45.2% | +77.2% | +16.5% |
| YTD | -17.2% | +19.5% | -36.7% | -18.4% |
| 1Y | -8.6% | +24.2% | -32.9% | -10.8% |
| All | -8.6% | +15.7% | -24.4% | -10.8% |
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