-83.6%
FIG vs CB
+40.4%
-124.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -14.3% | -1.0% | -13.3% | -13.9% |
| 30D | -13.6% | +7.3% | -20.9% | -15.8% |
| 3M | -23.7% | +7.0% | -30.7% | -25.6% |
| 6M | -5.4% | +16.3% | -21.7% | -7.9% |
| YTD | -49.2% | +19.7% | -69.0% | -51.5% |
| 1Y | -57.4% | +27.8% | -85.1% | -60.0% |
| All | -83.6% | +40.4% | -124.0% | -86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling