-7.3%
CMG vs FIGR
+1.6%
-8.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.3% | +0.5% |
| 7D | -3.8% | +1.0% | -4.8% | -3.9% |
| 30D | +12.9% | +31.4% | -18.5% | +11.0% |
| 3M | +18.8% | +30.3% | -11.5% | +16.3% |
| 6M | +4.1% | -7.6% | +11.7% | +3.3% |
| YTD | -2.4% | -10.5% | +8.1% | -5.1% |
| All | -7.3% | +1.6% | -8.8% | -9.7% |
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