+7.8%
CL vs FIGR
+6.3%
+1.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.4% | -6.8% | -0.1% |
| 7D | -1.4% | +13.5% | -14.9% | -0.6% |
| 30D | -5.2% | +33.7% | -38.9% | -3.5% |
| 3M | +3.3% | +37.3% | -34.0% | +5.7% |
| 6M | -4.4% | +25.5% | -29.9% | -2.0% |
| YTD | +13.9% | -6.3% | +20.2% | +16.1% |
| All | +7.8% | +6.3% | +1.5% | +13.1% |
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