-80.3%
FIG vs CG
-23.7%
-56.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -4.7% |
| 7D | -16.4% | -1.3% | -15.1% | -15.9% |
| 30D | -2.3% | -3.2% | +0.8% | -0.7% |
| 3M | +7.8% | +6.2% | +1.6% | +5.5% |
| 6M | -21.8% | -4.7% | -17.2% | -20.4% |
| YTD | -39.1% | -20.6% | -18.5% | -32.4% |
| 1Y | -56.6% | -26.4% | -30.3% | -50.6% |
| All | -80.3% | -23.7% | -56.6% | -78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling