-55.8%
FIG vs CG
-24.3%
-31.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.6% |
| 7D | -16.3% | -4.3% | -12.0% | -14.5% |
| 30D | -14.3% | -5.1% | -9.2% | -12.0% |
| 3M | +7.2% | +8.7% | -1.5% | +3.4% |
| 6M | -18.6% | -9.2% | -9.4% | -14.5% |
| YTD | -35.5% | -18.9% | -16.6% | -28.0% |
| 1Y | -55.8% | -25.6% | -30.2% | -47.0% |
| All | -55.8% | -24.3% | -31.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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