+3,800.0%
FIX vs CMS
+127.7%
+3,672.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +8.9% | +9.2% |
| 7D | -7.2% | -0.9% | -6.3% | -7.0% |
| 30D | -35.1% | +7.1% | -42.2% | -37.1% |
| 3M | -34.3% | -1.3% | -33.0% | -34.2% |
| 6M | -42.9% | -2.7% | -40.3% | -43.0% |
| YTD | +19.5% | +2.6% | +16.8% | +16.6% |
| 1Y | +16.8% | -2.0% | +18.8% | +16.1% |
| 3Y | +506.7% | +39.6% | +467.1% | +394.5% |
| 5Y | +1,046.7% | +35.3% | +1,011.4% | +829.0% |
| 10Y | +3,800.0% | +132.3% | +3,667.6% | +2,771.5% |
| All | +3,800.0% | +127.7% | +3,672.3% | +2,771.5% |
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