-52.0%
FIG vs CG
-25.8%
-26.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.2% |
| 7D | +3.4% | +0.2% | +3.2% | +3.2% |
| 30D | -9.5% | +11.2% | -20.6% | -13.0% |
| 3M | -26.2% | -22.1% | -4.1% | -17.2% |
| 6M | +2.7% | -17.9% | +20.6% | +13.5% |
| YTD | -48.0% | -31.3% | -16.7% | -37.5% |
| 1Y | -52.0% | -24.0% | -28.1% | -48.7% |
| All | -52.0% | -25.8% | -26.2% | -48.7% |
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