-83.2%
FIG vs CMS
+2.2%
-85.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +3.4% |
| 7D | +3.4% | +1.7% | +1.7% | +4.0% |
| 30D | -9.5% | +6.2% | -15.6% | -7.2% |
| 3M | -26.2% | +0.6% | -26.8% | -26.4% |
| 6M | +2.7% | -1.8% | +4.5% | +3.3% |
| YTD | -48.0% | +3.8% | -51.8% | -46.2% |
| 1Y | -52.0% | -1.8% | -50.3% | -51.0% |
| All | -83.2% | +2.2% | -85.3% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling