-52.0%
FIG vs CAI
-6.2%
-45.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.8% | +6.6% | +3.3% |
| 7D | +3.4% | -8.7% | +12.1% | +4.7% |
| 30D | -9.5% | -23.8% | +14.4% | -5.3% |
| 3M | -26.2% | +3.9% | -30.1% | -24.6% |
| 6M | +2.7% | +56.8% | -54.1% | -0.8% |
| YTD | -48.0% | -14.6% | -33.3% | -42.4% |
| 1Y | -52.0% | -5.2% | -46.9% | -49.1% |
| All | -52.0% | -6.2% | -45.9% | -49.1% |
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