+16.8%
CTVA vs FIGR
+1.6%
+15.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.4% |
| 7D | -4.7% | +1.0% | -5.7% | -4.6% |
| 30D | +11.1% | +31.4% | -20.3% | +11.7% |
| 3M | +13.7% | +30.3% | -16.6% | +14.3% |
| 6M | +11.2% | -7.6% | +18.8% | +11.4% |
| YTD | +26.9% | -10.5% | +37.3% | +27.1% |
| All | +16.8% | +1.6% | +15.3% | +20.3% |
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