-83.9%
FIG vs CL
+18.2%
-102.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.1% | -4.0% |
| 7D | -11.4% | +2.6% | -14.0% | -11.5% |
| 30D | -17.2% | +11.8% | -29.0% | -17.0% |
| 3M | -26.6% | +5.9% | -32.5% | -26.7% |
| 6M | -9.8% | +13.3% | -23.2% | -8.1% |
| YTD | -50.1% | +27.1% | -77.3% | -48.6% |
| 1Y | -58.1% | +28.0% | -86.1% | -56.8% |
| All | -83.9% | +18.2% | -102.1% | -81.9% |
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