-83.2%
FIG vs CI
+4.1%
-87.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | +3.4% | +1.2% | +2.2% | +3.5% |
| 30D | -9.5% | +2.6% | -12.0% | -9.1% |
| 3M | -26.2% | +7.4% | -33.6% | -25.2% |
| 6M | +2.7% | -0.1% | +2.8% | +3.2% |
| YTD | -48.0% | +9.7% | -57.7% | -47.2% |
| 1Y | -52.0% | +12.1% | -64.2% | -51.2% |
| All | -83.2% | +4.1% | -87.3% | -77.9% |
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