-83.2%
FIG vs CNC
+179.5%
-262.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.4% |
| 7D | +3.4% | +2.2% | +1.2% | +2.8% |
| 30D | -9.5% | +1.6% | -11.0% | -9.9% |
| 3M | -26.2% | +7.9% | -34.1% | -27.7% |
| 6M | +2.7% | +21.2% | -18.5% | -2.0% |
| YTD | -48.0% | +73.2% | -121.1% | -55.4% |
| 1Y | -52.0% | +97.5% | -149.5% | -60.8% |
| All | -83.2% | +179.5% | -262.7% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling