+0.4%
CMS vs FIGR
-41.8%
+42.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | +1.5% |
| 7D | +4.1% | -1.3% | +5.4% | +4.0% |
| 30D | +10.9% | -17.6% | +28.5% | +10.4% |
| 3M | -0.2% | -16.7% | +16.5% | -0.4% |
| 6M | -4.7% | -36.1% | +31.4% | -5.2% |
| YTD | +3.9% | -43.6% | +47.5% | +4.1% |
| 1Y | +0.4% | -39.8% | +40.2% | +0.2% |
| All | +0.4% | -41.8% | +42.2% | +0.2% |
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