+3.4%
CLS vs FIGR
-28.7%
+32.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.5% | +3.1% |
| 7D | +23.5% | +22.8% | +0.7% | +17.8% |
| 30D | -28.9% | -5.8% | -23.1% | -28.1% |
| 3M | -25.2% | -16.3% | -8.8% | -23.1% |
| 6M | -32.1% | -35.0% | +2.9% | -27.8% |
| YTD | -14.1% | -37.1% | +23.1% | -12.6% |
| 1Y | -24.1% | -31.2% | +7.1% | -25.2% |
| All | +3.4% | -28.7% | +32.1% | -1.5% |
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