+37.8%
CVX vs FIGR
+6.3%
+31.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.8% | +0.8% |
| 7D | -0.6% | +13.5% | -14.1% | -0.1% |
| 30D | +13.4% | +33.7% | -20.3% | +14.7% |
| 3M | +11.8% | +37.3% | -25.5% | +13.3% |
| 6M | +12.4% | +25.5% | -13.1% | +13.5% |
| YTD | +41.5% | -6.3% | +47.8% | +41.8% |
| All | +37.8% | +6.3% | +31.5% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling