-51.7%
FIG vs CAPR
+47.4%
-99.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.3% | -3.0% | +5.2% |
| 7D | -4.7% | +43.2% | -47.8% | -4.8% |
| 30D | +0.5% | +14.7% | -14.1% | +0.5% |
| 3M | -18.4% | +113.9% | -132.3% | -18.6% |
| 6M | +10.9% | -73.4% | +84.2% | +11.6% |
| YTD | -40.8% | -69.1% | +28.3% | -40.5% |
| 1Y | -51.7% | +47.2% | -98.9% | -53.6% |
| All | -51.7% | +47.4% | -99.1% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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