-59.1%
FIG vs CMS
-1.6%
-57.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +1.3% |
| 7D | -13.1% | -1.3% | -11.8% | -13.5% |
| 30D | -13.0% | +6.3% | -19.3% | -10.5% |
| 3M | -21.5% | -2.1% | -19.5% | -22.5% |
| 6M | -2.5% | -5.1% | +2.6% | -2.8% |
| YTD | -49.7% | +1.3% | -50.9% | -48.0% |
| 1Y | -59.1% | -1.4% | -57.7% | -57.8% |
| All | -59.1% | -1.6% | -57.5% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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