+89.0%
CRS vs FIGR
+6.3%
+82.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.4% | -9.9% | -4.1% |
| 7D | -3.1% | +13.5% | -16.6% | -4.3% |
| 30D | -19.6% | +33.7% | -53.3% | -22.0% |
| 3M | -8.1% | +37.3% | -45.4% | -11.2% |
| 6M | +18.6% | +25.5% | -7.0% | +15.0% |
| YTD | +45.9% | -6.3% | +52.2% | +39.6% |
| All | +89.0% | +6.3% | +82.7% | +79.9% |
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