-8.1%
CCL vs FIGR
-29.9%
+21.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.3% |
| 7D | -1.2% | +11.0% | -12.2% | -1.9% |
| 30D | +13.1% | +0.7% | +12.4% | +12.8% |
| 3M | +3.4% | -20.9% | +24.3% | +4.3% |
| 6M | +18.7% | -37.7% | +56.5% | +20.6% |
| YTD | -2.3% | -38.2% | +36.0% | -3.7% |
| 1Y | +14.2% | -27.1% | +41.3% | +10.9% |
| All | -8.1% | -29.9% | +21.9% | -10.8% |
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