-1.0%
CTAS vs FIGR
+6.3%
-7.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | +0.1% |
| 7D | 0.0% | +13.5% | -13.6% | +0.2% |
| 30D | -1.0% | +33.7% | -34.7% | -0.4% |
| 3M | +15.8% | +37.3% | -21.6% | +16.5% |
| 6M | -1.0% | +25.5% | -26.5% | -0.5% |
| YTD | +7.4% | -6.3% | +13.7% | +8.1% |
| All | -1.0% | +6.3% | -7.3% | +1.5% |
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