-51.7%
FIG vs CAI
+12.6%
-64.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +5.2% |
| 7D | -4.7% | -6.3% | +1.6% | -4.3% |
| 30D | +0.5% | +9.3% | -8.8% | -0.1% |
| 3M | -18.4% | +106.3% | -124.7% | -21.5% |
| 6M | +10.9% | +77.7% | -66.9% | +7.8% |
| YTD | -40.8% | +23.1% | -63.9% | -40.9% |
| 1Y | -51.7% | +6.5% | -58.2% | -52.3% |
| All | -51.7% | +12.6% | -64.3% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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