-83.6%
FIG vs CF
+39.8%
-123.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -0.2% |
| 7D | +2.6% | +5.4% | -2.8% | +3.0% |
| 30D | -13.1% | +6.5% | -19.6% | -12.3% |
| 3M | -20.3% | +4.6% | -25.0% | -19.7% |
| 6M | -2.1% | -3.3% | +1.2% | -1.5% |
| YTD | -49.4% | +63.9% | -113.3% | -51.0% |
| 1Y | -57.0% | +50.4% | -107.4% | -58.1% |
| All | -83.6% | +39.8% | -123.4% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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