+8,419.6%
FIX vs CMS
+410.6%
+8,008.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +1.4% | -16.5% | -15.5% |
| 7D | -18.9% | +4.1% | -23.0% | -20.0% |
| 30D | -36.3% | +10.9% | -47.1% | -38.5% |
| 3M | -38.5% | -0.2% | -38.3% | -38.7% |
| 6M | -42.3% | -4.7% | -37.5% | -41.9% |
| YTD | +17.1% | +3.9% | +13.2% | +14.7% |
| 1Y | +14.4% | +0.4% | +14.0% | +13.2% |
| 3Y | +486.7% | +38.8% | +447.9% | +415.4% |
| 5Y | +1,083.7% | +37.1% | +1,046.6% | +936.1% |
| 10Y | +3,932.4% | +132.7% | +3,799.8% | +2,916.7% |
| All | +8,419.6% | +410.6% | +8,008.9% | +3,735.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling