-79.1%
FIG vs CG
-22.0%
-57.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.6% |
| 7D | -16.3% | -4.3% | -12.0% | -14.7% |
| 30D | -14.3% | -5.1% | -9.2% | -12.2% |
| 3M | +7.2% | +8.7% | -1.5% | +3.7% |
| 6M | -18.6% | -9.2% | -9.4% | -15.0% |
| YTD | -35.5% | -18.9% | -16.6% | -29.0% |
| 1Y | -55.8% | -25.6% | -30.2% | -50.1% |
| All | -79.1% | -22.0% | -57.1% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling