-14.1%
CG vs FIGR
-41.8%
+27.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.2% | +0.4% | +3.9% |
| 7D | +9.4% | -1.3% | +10.8% | +9.6% |
| 30D | +8.7% | -17.6% | +26.3% | +11.4% |
| 3M | -15.0% | -16.7% | +1.7% | -13.7% |
| 6M | -13.2% | -36.1% | +22.9% | -9.4% |
| YTD | -26.2% | -43.6% | +17.5% | -23.0% |
| 1Y | -14.1% | -39.8% | +25.7% | -10.4% |
| All | -14.1% | -41.8% | +27.7% | -10.4% |
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