-83.7%
FIG vs CP
+24.5%
-108.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.7% | +3.7% | +2.2% |
| 7D | -13.1% | +2.8% | -15.9% | -13.3% |
| 30D | -13.0% | +10.2% | -23.2% | -13.5% |
| 3M | -21.5% | +2.4% | -23.9% | -21.8% |
| 6M | -2.5% | +7.7% | -10.2% | -3.1% |
| YTD | -49.7% | +26.0% | -75.7% | -51.8% |
| 1Y | -59.1% | +34.6% | -93.7% | -62.3% |
| All | -83.7% | +24.5% | -108.2% | -84.2% |
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