-59.1%
FIG vs CF
+46.5%
-105.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.1% |
| 7D | -13.1% | -3.2% | -9.9% | -12.8% |
| 30D | -13.0% | +4.3% | -17.3% | -12.4% |
| 3M | -21.5% | +2.8% | -24.3% | -21.0% |
| 6M | -2.5% | +0.6% | -3.1% | -1.6% |
| YTD | -49.7% | +56.6% | -106.3% | -51.9% |
| 1Y | -59.1% | +49.6% | -108.7% | -60.0% |
| All | -59.1% | +46.5% | -105.6% | -60.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling