-83.6%
FIG vs CL
+18.1%
-101.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -14.3% | -0.8% | -13.5% | -14.3% |
| 30D | -13.6% | +9.5% | -23.2% | -13.5% |
| 3M | -23.7% | +6.8% | -30.5% | -23.8% |
| 6M | -5.4% | +14.3% | -19.7% | -3.2% |
| YTD | -49.2% | +27.0% | -76.2% | -47.6% |
| 1Y | -57.4% | +26.3% | -83.6% | -56.1% |
| All | -83.6% | +18.1% | -101.7% | -81.6% |
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