+57.5%
CVE vs FIGR
-37.5%
+95.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.8% | +5.1% | 0.0% |
| 7D | -10.0% | +5.6% | -15.6% | -9.6% |
| 30D | -11.9% | -18.2% | +6.4% | -12.5% |
| 3M | -5.9% | -19.0% | +13.1% | -6.5% |
| 6M | -1.6% | -38.0% | +36.4% | -2.8% |
| YTD | +66.3% | -42.9% | +109.1% | +63.0% |
| 1Y | +57.5% | -37.9% | +95.4% | +53.8% |
| All | +57.5% | -37.5% | +95.0% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling