-79.1%
FIG vs CMS
-1.4%
-77.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.2% | -4.5% |
| 7D | -16.3% | +0.4% | -16.7% | -16.2% |
| 30D | -14.3% | -3.6% | -10.7% | -15.6% |
| 3M | +7.2% | -1.9% | +9.1% | +8.7% |
| 6M | -18.6% | -11.0% | -7.7% | -20.9% |
| YTD | -35.5% | +0.2% | -35.7% | -34.0% |
| 1Y | -55.8% | -1.3% | -54.5% | -54.8% |
| All | -79.1% | -1.4% | -77.7% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling