+894.6%
FIX vs CMS
+36.2%
+858.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.4% | -11.2% | -11.5% |
| 7D | -27.2% | +1.7% | -28.9% | -27.4% |
| 30D | -46.9% | +8.6% | -55.5% | -47.6% |
| 3M | -44.4% | -0.5% | -43.9% | -44.4% |
| 6M | -50.9% | -4.2% | -46.7% | -50.8% |
| YTD | +3.5% | +3.4% | +0.1% | +2.3% |
| 1Y | -2.1% | +0.4% | -2.6% | -2.7% |
| 3Y | +418.7% | +38.2% | +380.5% | +355.8% |
| 5Y | +894.6% | +35.4% | +859.1% | +774.1% |
| All | +894.6% | +36.2% | +858.4% | +774.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling