-26.2%
FIG vs CNC
+5.2%
-31.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.3% |
| 7D | +3.4% | +2.2% | +1.2% | +2.6% |
| 30D | -9.5% | +1.6% | -11.0% | -9.5% |
| 3M | -26.2% | +7.9% | -34.1% | -27.0% |
| All | -26.2% | +5.2% | -31.4% | -27.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling