-80.8%
FIG vs CAI
-17.6%
-63.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -12.2% | -5.1% | -7.2% | -12.1% |
| 30D | -11.0% | +3.9% | -14.9% | -11.1% |
| 3M | +11.9% | +40.1% | -28.2% | +11.4% |
| 6M | -21.9% | +29.7% | -51.6% | -22.3% |
| YTD | -40.8% | -10.9% | -29.9% | -40.9% |
| 1Y | -56.6% | -28.0% | -28.6% | -58.6% |
| All | -80.8% | -17.6% | -63.3% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling