-29.6%
CLS vs FIGR
-41.8%
+12.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +4.2% | -13.2% | -10.0% |
| 7D | -21.1% | -1.3% | -19.8% | -21.0% |
| 30D | -38.2% | -17.6% | -20.6% | -35.7% |
| 3M | -36.3% | -16.7% | -19.6% | -34.3% |
| 6M | -43.8% | -36.1% | -7.7% | -39.9% |
| YTD | -20.0% | -43.6% | +23.6% | -19.3% |
| 1Y | -29.6% | -39.8% | +10.3% | -32.0% |
| All | -29.6% | -41.8% | +12.2% | -32.0% |
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 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