-83.2%
FIG vs CB
+37.8%
-121.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.3% |
| 7D | -12.6% | -1.5% | -11.1% | -12.0% |
| 30D | -13.8% | +6.5% | -20.3% | -15.7% |
| 3M | -16.7% | +4.1% | -20.8% | -17.9% |
| 6M | -6.1% | +14.4% | -20.5% | -7.9% |
| YTD | -48.1% | +17.5% | -65.6% | -50.0% |
| 1Y | -56.2% | +27.5% | -83.7% | -58.8% |
| All | -83.2% | +37.8% | -121.0% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling