-84.0%
FIG vs CMS
+1.8%
-85.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.8% |
| 7D | -17.4% | +1.7% | -19.1% | -16.9% |
| 30D | -15.9% | +8.6% | -24.5% | -12.9% |
| 3M | -34.5% | -0.5% | -34.0% | -34.9% |
| 6M | -5.0% | -4.2% | -0.9% | -5.3% |
| YTD | -50.7% | +3.4% | -54.1% | -49.1% |
| 1Y | -58.1% | +0.4% | -58.5% | -56.6% |
| All | -84.0% | +1.8% | -85.8% | -84.6% |
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