-83.7%
FIG vs CI
+2.9%
-86.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +1.8% |
| 7D | -13.1% | -1.6% | -11.6% | -13.2% |
| 30D | -13.0% | +5.4% | -18.4% | -12.2% |
| 3M | -21.5% | +7.3% | -28.8% | -20.4% |
| 6M | -2.5% | +5.3% | -7.8% | -1.2% |
| YTD | -49.7% | +8.5% | -58.1% | -49.0% |
| 1Y | -59.1% | +17.1% | -76.2% | -58.1% |
| All | -83.7% | +2.9% | -86.6% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling