+17.6%
FIGR vs CAI
-27.6%
+45.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +1.0% | -5.1% | +6.0% | +2.2% |
| 30D | +31.4% | +3.9% | +27.5% | +30.7% |
| 3M | +30.3% | +40.1% | -9.8% | +19.9% |
| 6M | -7.6% | +29.7% | -37.3% | -14.9% |
| YTD | -10.5% | -10.9% | +0.4% | -3.6% |
| All | +17.6% | -27.6% | +45.2% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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