-41.3%
CORZ vs FIGR
-41.8%
+0.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.2% | -14.6% | -11.5% |
| 7D | -14.9% | -1.3% | -13.6% | -14.7% |
| 30D | -23.1% | -17.6% | -5.5% | -19.3% |
| 3M | -44.1% | -16.7% | -27.3% | -41.7% |
| 6M | -39.5% | -36.1% | -3.4% | -34.0% |
| YTD | -12.4% | -43.6% | +31.3% | -9.7% |
| 1Y | -41.3% | -39.8% | -1.5% | -41.2% |
| All | -41.3% | -41.8% | +0.5% | -41.2% |
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