+3,653.2%
FIX vs CMS
+125.4%
+3,527.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.1% | +7.6% | +6.2% |
| 7D | -17.5% | -1.3% | -16.1% | -17.2% |
| 30D | -41.6% | +6.3% | -47.9% | -43.2% |
| 3M | -40.6% | -2.1% | -38.5% | -40.4% |
| 6M | -49.4% | -5.1% | -44.3% | -49.0% |
| YTD | +9.2% | +1.3% | +7.9% | +7.1% |
| 1Y | +6.5% | -1.4% | +7.8% | +5.5% |
| 3Y | +448.7% | +36.9% | +411.8% | +352.2% |
| 5Y | +948.7% | +32.5% | +916.2% | +760.3% |
| All | +3,653.2% | +125.4% | +3,527.8% | +2,840.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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