+62.0%
CVE vs FIGR
-29.5%
+91.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | +2.0% |
| 7D | +4.6% | +22.8% | -18.2% | +5.8% |
| 30D | -12.0% | -5.8% | -6.2% | -12.0% |
| 3M | -3.8% | -16.3% | +12.5% | -4.2% |
| 6M | -2.7% | -35.0% | +32.3% | -3.6% |
| YTD | +73.6% | -37.1% | +110.7% | +70.6% |
| 1Y | +62.0% | -31.2% | +93.2% | +58.3% |
| All | +62.0% | -29.5% | +91.5% | +58.3% |
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 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