-83.9%
FIG vs CB
+39.9%
-123.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.5% | -4.5% |
| 7D | -11.4% | +0.7% | -12.1% | -11.6% |
| 30D | -17.2% | +8.2% | -25.4% | -19.5% |
| 3M | -26.6% | +6.3% | -32.9% | -28.3% |
| 6M | -9.8% | +16.2% | -26.0% | -12.1% |
| YTD | -50.1% | +19.3% | -69.5% | -52.3% |
| 1Y | -58.1% | +29.2% | -87.3% | -60.8% |
| All | -83.9% | +39.9% | -123.8% | -86.3% |
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 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