-83.2%
FIG vs CF
+33.5%
-116.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | -12.6% | -0.9% | -11.7% | -12.3% |
| 30D | -13.8% | +6.9% | -20.7% | -13.3% |
| 3M | -16.7% | +4.8% | -21.6% | -16.3% |
| 6M | -6.1% | +4.7% | -10.8% | -5.5% |
| YTD | -48.1% | +56.5% | -104.6% | -49.9% |
| 1Y | -56.2% | +48.4% | -104.6% | -57.5% |
| All | -83.2% | +33.5% | -116.7% | -83.5% |
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