-42.3%
FIX vs CMS
-4.6%
-37.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.4% | -16.5% | -13.7% |
| 7D | -18.9% | +4.1% | -23.0% | -15.6% |
| 30D | -36.3% | +10.9% | -47.1% | -30.5% |
| 3M | -38.5% | -0.2% | -38.3% | -38.6% |
| 6M | -42.3% | -4.7% | -37.5% | -43.8% |
| All | -42.3% | -4.6% | -37.7% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling