-83.6%
FIG vs CF
+37.9%
-121.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.9% |
| 7D | -14.3% | +10.4% | -24.6% | -13.6% |
| 30D | -13.6% | +7.6% | -21.2% | -13.0% |
| 3M | -23.7% | +5.2% | -28.9% | -23.2% |
| 6M | -5.4% | -0.1% | -5.3% | -4.7% |
| YTD | -49.2% | +61.7% | -110.9% | -50.9% |
| 1Y | -57.4% | +50.3% | -107.7% | -58.5% |
| All | -83.6% | +37.9% | -121.5% | -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