+777.0%
FIX vs CMS
+36.5%
+740.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +6.0% | +0.4% | +5.7% | +6.1% |
| 30D | -7.2% | -3.6% | -3.6% | -7.7% |
| 3M | -15.9% | -1.9% | -13.9% | -16.7% |
| 6M | +12.7% | -11.0% | +23.7% | +11.3% |
| YTD | +72.8% | +0.2% | +72.6% | +72.6% |
| 1Y | +122.9% | -1.3% | +124.2% | +122.5% |
| All | +777.0% | +36.5% | +740.5% | +731.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling