-37.3%
CG vs FIGR
-32.8%
-4.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -1.9% |
| 7D | -3.8% | +5.1% | -8.9% | -4.5% |
| 30D | +7.5% | -15.0% | +22.5% | +9.5% |
| 3M | -14.4% | -13.1% | -1.3% | -13.6% |
| 6M | -15.7% | -37.9% | +22.3% | -12.0% |
| YTD | -29.0% | -40.8% | +11.8% | -27.0% |
| 1Y | -22.1% | -33.1% | +11.0% | -21.0% |
| All | -37.3% | -32.8% | -4.5% | -36.0% |
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