+21.1%
CP vs FIGR
+6.3%
+14.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -0.6% |
| 7D | +2.4% | +13.5% | -11.1% | +2.3% |
| 30D | -0.5% | +33.7% | -34.2% | -0.6% |
| 3M | +1.4% | +37.3% | -35.9% | +1.3% |
| 6M | +10.3% | +25.5% | -15.2% | +10.2% |
| YTD | +24.3% | -6.3% | +30.6% | +22.0% |
| All | +21.1% | +6.3% | +14.9% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling