-83.6%
FIG vs CI
+3.9%
-87.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.4% |
| 7D | +2.6% | -1.7% | +4.3% | +2.5% |
| 30D | -13.1% | +4.9% | -17.9% | -12.4% |
| 3M | -20.3% | +7.4% | -27.7% | -19.3% |
| 6M | -2.1% | +0.4% | -2.5% | -1.6% |
| YTD | -49.4% | +9.5% | -58.8% | -48.7% |
| 1Y | -57.0% | +12.0% | -69.0% | -56.3% |
| All | -83.6% | +3.9% | -87.5% | -78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling