-56.6%
FIG vs CP
+19.5%
-76.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.7% |
| 7D | -16.4% | +2.4% | -18.8% | -16.4% |
| 30D | -2.3% | -0.5% | -1.8% | -2.3% |
| 3M | +7.8% | +1.4% | +6.4% | +8.0% |
| 6M | -21.8% | +10.3% | -32.2% | -22.9% |
| YTD | -39.1% | +24.3% | -63.4% | -41.5% |
| 1Y | -56.6% | +20.4% | -77.1% | -54.6% |
| All | -56.6% | +19.5% | -76.1% | -54.6% |
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