+1.4%
CRM vs FIX
+121.9%
-120.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.3% | +3.3% |
| 7D | -4.4% | +5.0% | -9.4% | -3.4% |
| 30D | +28.1% | -2.7% | +30.9% | +27.7% |
| 3M | +48.8% | -8.2% | +57.1% | +48.2% |
| 6M | +28.3% | +20.3% | +8.0% | +30.8% |
| YTD | -6.0% | +81.4% | -87.4% | -4.8% |
| 1Y | +1.4% | +121.5% | -120.1% | +1.2% |
| All | +1.4% | +121.9% | -120.4% | +1.2% |
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 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