+37.1%
CAT vs FIGR
-35.2%
+72.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.9% |
| 7D | -6.3% | +5.6% | -11.9% | -6.9% |
| 30D | -26.8% | -18.2% | -8.6% | -25.5% |
| 3M | -30.0% | -19.0% | -11.0% | -29.1% |
| 6M | -34.6% | -38.0% | +3.4% | -32.5% |
| YTD | +2.9% | -42.9% | +45.8% | +3.0% |
| 1Y | +3.3% | -37.9% | +41.2% | +2.3% |
| All | +37.1% | -35.2% | +72.2% | +34.1% |
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