+6,032.9%
CRM vs FIX
+27,491.7%
-21,458.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.5% |
| 7D | +1.3% | +6.0% | -4.8% | -0.4% |
| 30D | +34.3% | -7.2% | +41.6% | +36.4% |
| 3M | +37.7% | -15.9% | +53.5% | +40.6% |
| 6M | +34.9% | +12.7% | +22.2% | +23.1% |
| YTD | -1.6% | +72.8% | -74.4% | -22.7% |
| 1Y | +7.1% | +122.9% | -115.8% | -23.9% |
| 3Y | +19.0% | +774.3% | -755.3% | -51.3% |
| 5Y | -1.3% | +2,049.5% | -2,050.7% | -71.0% |
| 10Y | +251.2% | +5,821.5% | -5,570.3% | -36.6% |
| All | +6,032.9% | +27,491.7% | -21,458.8% | +413.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling