+20.3%
CL vs FIGR
-35.2%
+55.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | -0.1% |
| 7D | +2.6% | +5.6% | -3.0% | +3.0% |
| 30D | +11.8% | -18.2% | +30.0% | +10.8% |
| 3M | +5.9% | -19.0% | +24.9% | +5.4% |
| 6M | +13.3% | -38.0% | +51.3% | +11.6% |
| YTD | +27.1% | -42.9% | +70.0% | +26.6% |
| 1Y | +28.0% | -37.9% | +65.9% | +29.1% |
| All | +20.3% | -35.2% | +55.5% | +23.3% |
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