+3,553.2%
FIX vs CMS
+140.2%
+3,413.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.0% |
| 7D | +9.4% | +1.7% | +7.7% | +8.7% |
| 30D | -27.8% | +6.2% | -34.0% | -29.7% |
| 3M | -35.6% | +0.6% | -36.2% | -35.9% |
| 6M | -45.2% | -1.8% | -43.5% | -45.5% |
| YTD | +19.5% | +3.8% | +15.6% | +16.1% |
| 1Y | +24.2% | -1.8% | +26.0% | +23.4% |
| 3Y | +494.2% | +39.8% | +454.3% | +384.2% |
| 5Y | +1,036.1% | +37.1% | +999.0% | +814.8% |
| All | +3,553.2% | +140.2% | +3,413.0% | +2,488.0% |
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