-80.8%
FIG vs CAG
-13.6%
-67.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.6% |
| 7D | -12.2% | -5.9% | -6.3% | -12.2% |
| 30D | -11.0% | -1.5% | -9.4% | -10.9% |
| 3M | +11.9% | +11.5% | +0.4% | +14.0% |
| 6M | -21.9% | -15.7% | -6.2% | -28.1% |
| YTD | -40.8% | -10.2% | -30.5% | -44.4% |
| 1Y | -56.6% | -18.1% | -38.6% | -58.9% |
| All | -80.8% | -13.6% | -67.2% | -81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling