-84.0%
FIG vs CI
+5.7%
-89.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.8% |
| 7D | -17.4% | +1.0% | -18.4% | -17.3% |
| 30D | -15.9% | +9.9% | -25.8% | -14.7% |
| 3M | -34.5% | +12.1% | -46.6% | -33.2% |
| 6M | -5.0% | +10.6% | -15.7% | -3.2% |
| YTD | -50.7% | +11.4% | -62.0% | -49.9% |
| 1Y | -58.1% | +18.8% | -76.9% | -57.1% |
| All | -84.0% | +5.7% | -89.7% | -79.0% |
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