-19.0%
CAG vs FIGR
-3.1%
-15.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +4.0% | -0.9% |
| 7D | -5.7% | -3.0% | -2.7% | -5.8% |
| 30D | -2.4% | +13.7% | -16.1% | -1.4% |
| 3M | +9.8% | +23.9% | -14.1% | +11.8% |
| 6M | -10.8% | -8.4% | -2.4% | -10.7% |
| YTD | -10.8% | -14.6% | +3.8% | -10.2% |
| 1Y | -19.0% | +12.1% | -31.0% | -17.3% |
| All | -19.0% | -3.1% | -15.8% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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