-55.8%
FIG vs CNC
+129.2%
-185.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -2.9% | -4.0% |
| 7D | -16.3% | +3.5% | -19.8% | -17.0% |
| 30D | -14.3% | +0.1% | -14.4% | -14.3% |
| 3M | +7.2% | +6.9% | +0.2% | +5.5% |
| 6M | -18.6% | +49.0% | -67.6% | -26.2% |
| YTD | -35.5% | +62.9% | -98.4% | -42.9% |
| 1Y | -55.8% | +134.0% | -189.8% | -67.0% |
| All | -55.8% | +129.2% | -185.0% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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