+10.4%
CCL vs FIGR
-29.5%
+39.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.1% | -10.5% | -4.8% |
| 7D | -0.3% | +22.8% | -23.2% | -1.7% |
| 30D | +10.3% | -5.8% | +16.1% | +10.4% |
| 3M | +6.6% | -16.3% | +22.9% | +7.1% |
| 6M | +20.0% | -35.0% | +55.0% | +21.3% |
| YTD | -1.9% | -37.1% | +35.3% | -4.1% |
| 1Y | +10.4% | -31.2% | +41.6% | +8.6% |
| All | +10.4% | -29.5% | +39.9% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling