+40.7%
CAT vs FIGR
-29.9%
+70.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +0.9% | -0.6% |
| 7D | +7.4% | +11.0% | -3.5% | +6.2% |
| 30D | -19.7% | +0.7% | -20.4% | -19.9% |
| 3M | -29.6% | -20.9% | -8.7% | -28.5% |
| 6M | -33.2% | -37.7% | +4.5% | -31.2% |
| YTD | +5.7% | -38.2% | +43.9% | +4.8% |
| 1Y | +9.3% | -27.1% | +36.4% | +6.4% |
| All | +40.7% | -29.9% | +70.7% | +36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling