+5,892.0%
FIX vs CMS
+117.1%
+5,774.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +6.0% | +0.4% | +5.7% | +5.9% |
| 30D | -7.2% | -3.6% | -3.6% | -5.9% |
| 3M | -15.9% | -1.9% | -13.9% | -16.0% |
| 6M | +12.7% | -11.0% | +23.7% | +17.1% |
| YTD | +72.8% | +0.2% | +72.6% | +71.0% |
| 1Y | +122.9% | -1.3% | +124.2% | +121.3% |
| 3Y | +774.3% | +35.9% | +738.4% | +623.5% |
| 5Y | +2,049.5% | +23.1% | +2,026.4% | +1,740.2% |
| All | +5,892.0% | +117.1% | +5,774.9% | +4,446.1% |
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