-0.8%
COR vs FIGR
-30.4%
+29.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +2.9% |
| 7D | +7.8% | +11.0% | -3.1% | +8.1% |
| 30D | +7.0% | +0.7% | +6.3% | +7.0% |
| 3M | +16.3% | -20.9% | +37.1% | +15.6% |
| 6M | +41.3% | -37.7% | +79.0% | +40.4% |
| YTD | +7.1% | -38.2% | +45.4% | +6.0% |
| 1Y | -0.8% | -27.1% | +26.3% | -2.1% |
| All | -0.8% | -30.4% | +29.6% | -2.1% |
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