-83.2%
FIG vs CP
+27.2%
-110.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +3.4% | +2.1% | +1.3% | +3.1% |
| 30D | -9.5% | +9.3% | -18.8% | -10.1% |
| 3M | -26.2% | +0.5% | -26.6% | -26.5% |
| 6M | +2.7% | +10.4% | -7.7% | +1.7% |
| YTD | -48.0% | +28.7% | -76.6% | -50.3% |
| 1Y | -52.0% | +33.2% | -85.2% | -55.4% |
| All | -83.2% | +27.2% | -110.4% | -83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling