+1.4%
CRM vs FIGR
-3.1%
+4.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.6% | +2.1% |
| 7D | -4.4% | -3.0% | -1.4% | -4.4% |
| 30D | +28.1% | +13.7% | +14.5% | +27.5% |
| 3M | +48.8% | +23.9% | +25.0% | +47.2% |
| 6M | +28.3% | -8.4% | +36.7% | +28.1% |
| YTD | -6.0% | -14.6% | +8.6% | -6.3% |
| 1Y | +1.4% | +12.1% | -10.7% | -0.6% |
| All | +1.4% | -3.1% | +4.6% | -0.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling