+59.4%
CAH vs FIGR
+6.3%
+53.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.4% | -9.1% | -2.5% |
| 7D | +0.5% | +13.5% | -13.1% | +0.9% |
| 30D | +1.7% | +33.7% | -32.0% | +2.9% |
| 3M | +17.9% | +37.3% | -19.5% | +19.5% |
| 6M | +10.9% | +25.5% | -14.6% | +12.5% |
| YTD | +17.9% | -6.3% | +24.2% | +19.2% |
| All | +59.4% | +6.3% | +53.1% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling