-29.0%
CCL vs FIGR
+5.9%
-34.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -4.4% | +14.9% | -19.2% | -5.2% |
| 30D | -18.2% | +32.3% | -50.5% | -19.6% |
| 3M | -17.7% | +34.8% | -52.5% | -19.4% |
| 6M | -13.0% | +16.8% | -29.8% | -14.4% |
| YTD | -24.5% | -6.7% | -17.8% | -27.1% |
| All | -29.0% | +5.9% | -34.9% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling