-80.3%
FIG vs CI
-3.8%
-76.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -6.1% |
| 7D | -16.4% | -2.6% | -13.8% | -16.8% |
| 30D | -2.3% | -2.4% | 0.0% | -2.7% |
| 3M | +7.8% | -4.8% | +12.6% | +7.2% |
| 6M | -21.8% | +2.1% | -24.0% | -21.5% |
| YTD | -39.1% | +1.4% | -40.5% | -39.1% |
| 1Y | -56.6% | -6.8% | -49.9% | -57.6% |
| All | -80.3% | -3.8% | -76.5% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling