+40.9%
CFG vs FIGR
-0.1%
+41.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.5% | -0.2% | +1.8% | +1.5% |
| 30D | -3.8% | +25.2% | -29.0% | -5.4% |
| 3M | +11.5% | +14.8% | -3.3% | +10.0% |
| 6M | +19.2% | +17.9% | +1.2% | +16.9% |
| YTD | +23.7% | -11.9% | +35.7% | +20.6% |
| All | +40.9% | -0.1% | +41.0% | +40.2% |
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