+90.8%
CAT vs FIGR
+5.9%
+84.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | +2.9% | +14.9% | -11.9% | +1.5% |
| 30D | -2.6% | +32.3% | -34.9% | -5.6% |
| 3M | -10.7% | +34.8% | -45.5% | -13.9% |
| 6M | +16.1% | +16.8% | -0.6% | +12.9% |
| YTD | +43.2% | -6.7% | +49.9% | +37.1% |
| All | +90.8% | +5.9% | +84.9% | +78.5% |
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