-1.2%
CTAS vs FIGR
+5.9%
-7.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | +1.0% | +14.9% | -13.9% | +1.2% |
| 30D | -1.1% | +32.3% | -33.3% | -0.5% |
| 3M | +11.5% | +34.8% | -23.3% | +12.2% |
| 6M | +0.2% | +16.8% | -16.6% | +0.6% |
| YTD | +7.2% | -6.7% | +13.8% | +7.8% |
| All | -1.2% | +5.9% | -7.1% | +1.2% |
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