-80.9%
FIG vs CAI
-17.6%
-63.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.2% | -0.1% | -3.2% |
| 7D | -14.5% | -3.1% | -11.4% | -14.4% |
| 30D | -13.3% | +2.7% | -16.0% | -13.4% |
| 3M | +7.4% | +41.7% | -34.3% | +6.8% |
| 6M | -27.8% | +26.5% | -54.3% | -28.1% |
| YTD | -41.1% | -10.9% | -30.2% | -41.2% |
| 1Y | -58.7% | -29.2% | -29.5% | -60.9% |
| All | -80.9% | -17.6% | -63.4% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling