-83.2%
FIG vs CL
+18.0%
-101.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.4% | +1.7% | +3.1% |
| 7D | -12.6% | +0.5% | -13.1% | -12.7% |
| 30D | -13.8% | +11.6% | -25.4% | -13.6% |
| 3M | -16.7% | +5.6% | -22.3% | -16.8% |
| 6M | -6.1% | +13.2% | -19.2% | -4.3% |
| YTD | -48.1% | +26.9% | -75.0% | -46.5% |
| 1Y | -56.2% | +27.3% | -83.5% | -54.9% |
| All | -83.2% | +18.0% | -101.2% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling