+29.9%
CFG vs FIGR
-30.4%
+60.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.7% |
| 7D | +3.2% | +11.0% | -7.8% | +2.6% |
| 30D | +5.1% | +0.7% | +4.5% | +4.9% |
| 3M | -11.2% | -20.9% | +9.7% | -10.7% |
| 6M | +9.6% | -37.7% | +47.3% | +11.2% |
| YTD | +15.0% | -38.2% | +53.2% | +14.2% |
| 1Y | +29.9% | -27.1% | +57.0% | +32.5% |
| All | +29.9% | -30.4% | +60.3% | +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 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