-83.2%
FIG vs CAPR
+17.7%
-100.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.9% | +9.7% | +2.8% |
| 7D | +3.4% | +5.9% | -2.5% | +3.3% |
| 30D | -9.5% | +44.6% | -54.1% | -9.7% |
| 3M | -26.2% | +126.4% | -152.6% | -26.6% |
| 6M | +2.7% | -68.6% | +71.3% | +3.3% |
| YTD | -48.0% | -67.0% | +19.0% | -47.7% |
| 1Y | -52.0% | +65.2% | -117.2% | -54.9% |
| All | -83.2% | +17.7% | -100.8% | -84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling