+30.0%
CFG vs FIGR
-35.2%
+65.2%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.8% | +4.4% | -0.1% |
| 7D | +0.7% | +5.6% | -4.9% | +0.3% |
| 30D | +2.8% | -18.2% | +21.0% | +3.8% |
| 3M | -10.1% | -19.0% | +8.9% | -9.6% |
| 6M | +3.2% | -38.0% | +41.2% | +5.0% |
| YTD | +14.2% | -42.9% | +57.0% | +13.7% |
| 1Y | +27.4% | -37.9% | +65.3% | +26.2% |
| All | +30.0% | -35.2% | +65.2% | +32.1% |
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 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