+47.2%
CAPR vs FIGR
-41.8%
+89.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.2% | +4.1% | +8.2% |
| 7D | +43.2% | -1.3% | +44.5% | +43.1% |
| 30D | +14.7% | -17.6% | +32.3% | +14.1% |
| 3M | +113.9% | -16.7% | +130.6% | +114.8% |
| 6M | -73.4% | -36.1% | -37.2% | -73.2% |
| YTD | -69.1% | -43.6% | -25.5% | -65.0% |
| 1Y | +47.2% | -39.8% | +87.0% | +83.9% |
| All | +47.2% | -41.8% | +89.0% | +83.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling