-80.9%
FIG vs CAG
-11.2%
-69.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.2% |
| 7D | -14.5% | -6.6% | -7.8% | -14.5% |
| 30D | -13.3% | +2.3% | -15.6% | -13.2% |
| 3M | +7.4% | +16.3% | -8.9% | +10.0% |
| 6M | -27.8% | -16.0% | -11.8% | -34.6% |
| YTD | -41.1% | -7.7% | -33.4% | -44.7% |
| 1Y | -58.7% | -16.0% | -42.7% | -60.7% |
| All | -80.9% | -11.2% | -69.8% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling