-51.7%
FIG vs CP
+35.2%
-86.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.5% | +1.7% | +5.3% |
| 7D | -4.7% | +5.6% | -10.2% | -4.4% |
| 30D | +0.5% | +10.0% | -9.5% | +1.1% |
| 3M | -18.4% | +4.4% | -22.8% | -18.4% |
| 6M | +10.9% | +14.1% | -3.2% | +12.2% |
| YTD | -40.8% | +29.1% | -69.8% | -39.3% |
| 1Y | -51.7% | +34.6% | -86.2% | -51.9% |
| All | -51.7% | +35.2% | -86.9% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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