-18.2%
CORZ vs FIGR
-31.9%
+13.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +7.9% | +0.3% | +6.2% |
| 7D | +1.7% | +12.5% | -10.8% | -1.1% |
| 30D | -17.5% | -14.1% | -3.4% | -14.5% |
| 3M | -39.5% | -14.3% | -25.1% | -37.5% |
| 6M | -44.5% | -34.8% | -9.7% | -40.2% |
| YTD | -12.6% | -40.0% | +27.3% | -8.3% |
| 1Y | -37.0% | -32.9% | -4.1% | -35.2% |
| All | -18.2% | -31.9% | +13.7% | -16.5% |
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