-51.7%
FIG vs CB
+34.9%
-86.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +4.5% |
| 7D | -4.7% | +5.3% | -9.9% | -6.2% |
| 30D | +0.5% | +13.2% | -12.7% | -3.8% |
| 3M | -18.4% | +7.8% | -26.2% | -20.6% |
| 6M | +10.9% | +15.8% | -4.9% | +8.9% |
| YTD | -40.8% | +21.0% | -61.8% | -42.9% |
| 1Y | -51.7% | +32.2% | -83.9% | -51.3% |
| All | -51.7% | +34.9% | -86.6% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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