-51.7%
FIG vs CAG
-6.8%
-44.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.0% | -0.7% | +4.4% |
| 7D | -4.7% | +9.7% | -14.4% | -5.8% |
| 30D | +0.5% | +15.8% | -15.2% | -1.0% |
| 3M | -18.4% | +1.8% | -20.2% | -18.9% |
| 6M | +10.9% | +11.5% | -0.6% | +10.3% |
| YTD | -40.8% | -6.7% | -34.1% | -45.7% |
| 1Y | -51.7% | -5.6% | -46.1% | -55.7% |
| All | -51.7% | -6.8% | -44.9% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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