+25.4%
CP vs FIGR
-29.9%
+55.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | +2.1% | +11.0% | -8.8% | +2.1% |
| 30D | +9.3% | +0.7% | +8.6% | +9.3% |
| 3M | +0.5% | -20.9% | +21.4% | +0.7% |
| 6M | +10.4% | -37.7% | +48.2% | +10.6% |
| YTD | +28.7% | -38.2% | +66.9% | +26.7% |
| 1Y | +33.2% | -27.1% | +60.3% | +29.9% |
| All | +25.4% | -29.9% | +55.4% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling