+14.5%
FIX vs CMS
-1.1%
+15.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.5% | +8.9% | +9.6% |
| 7D | -7.2% | -0.9% | -6.3% | -7.4% |
| 30D | -35.1% | +7.1% | -42.2% | -34.3% |
| 3M | -34.3% | -1.3% | -33.0% | -34.0% |
| 6M | -42.9% | -2.7% | -40.3% | -44.1% |
| YTD | +19.5% | +2.6% | +16.8% | +16.2% |
| All | +14.5% | -1.1% | +15.6% | +15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling