-2.5%
FIG vs CI
+7.4%
-9.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.6% | +4.6% | +2.1% |
| 7D | -13.1% | -1.6% | -11.6% | -13.0% |
| 30D | -13.0% | +5.4% | -18.4% | -11.8% |
| 3M | -21.5% | +7.3% | -28.8% | -19.7% |
| 6M | -2.5% | +5.3% | -7.8% | +3.2% |
| All | -2.5% | +7.4% | -9.9% | +3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling