+92.4%
CAT vs FIGR
+6.3%
+86.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.4% | -5.4% | +0.4% |
| 7D | +5.6% | +13.5% | -8.0% | +4.2% |
| 30D | -2.3% | +33.7% | -36.0% | -5.5% |
| 3M | -10.0% | +37.3% | -47.4% | -13.4% |
| 6M | +21.2% | +25.5% | -4.3% | +17.2% |
| YTD | +44.4% | -6.3% | +50.8% | +38.2% |
| All | +92.4% | +6.3% | +86.1% | +80.0% |
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