-1.0%
CMS vs FIGR
+6.3%
-7.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | +0.7% |
| 7D | +1.2% | +13.5% | -12.3% | +1.7% |
| 30D | -3.2% | +33.7% | -36.9% | -2.1% |
| 3M | -2.2% | +37.3% | -39.6% | -0.9% |
| 6M | -9.4% | +25.5% | -35.0% | -8.3% |
| YTD | +0.7% | -6.3% | +7.0% | +2.3% |
| All | -1.0% | +6.3% | -7.3% | +3.3% |
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 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