-84.0%
FIG vs CL
+18.9%
-103.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.6% | -16.7% |
| 7D | -17.4% | +5.9% | -23.3% | -17.4% |
| 30D | -15.9% | +13.8% | -29.7% | -15.7% |
| 3M | -34.5% | +6.4% | -40.9% | -34.6% |
| 6M | -5.0% | +15.6% | -20.7% | -2.6% |
| YTD | -50.7% | +27.9% | -78.5% | -49.1% |
| 1Y | -58.1% | +31.4% | -89.5% | -56.7% |
| All | -84.0% | +18.9% | -103.0% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling