-53.4%
FIG vs CME
+16.4%
-69.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +2.6% | +2.7% | -0.1% | +1.6% |
| 30D | -13.1% | +13.5% | -26.5% | -16.7% |
| 3M | -20.3% | +20.9% | -41.2% | -25.0% |
| 6M | -2.1% | +11.5% | -13.6% | -8.5% |
| YTD | -49.4% | +19.5% | -68.8% | -48.5% |
| All | -53.4% | +16.4% | -69.8% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling