-80.3%
FIG vs CAI
-14.9%
-65.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.7% |
| 7D | -16.4% | +0.2% | -16.5% | -16.4% |
| 30D | -2.3% | +9.1% | -11.5% | -2.6% |
| 3M | +7.8% | +53.8% | -46.0% | +6.4% |
| 6M | -21.8% | +33.5% | -55.4% | -22.3% |
| YTD | -39.1% | -8.0% | -31.1% | -39.3% |
| 1Y | -56.6% | -28.7% | -27.9% | -59.4% |
| All | -80.3% | -14.9% | -65.4% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling