+598.5%
CEG vs FERG
+71.7%
+526.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.6% | +6.4% | +4.1% |
| 7D | +17.8% | +8.2% | +9.7% | +14.5% |
| 30D | -4.5% | +14.4% | -18.9% | -9.1% |
| 3M | +1.5% | +4.3% | -2.9% | -0.4% |
| 6M | -3.5% | +7.9% | -11.4% | -6.6% |
| YTD | -19.7% | +16.3% | -36.0% | -24.5% |
| 1Y | -19.8% | +2.2% | -22.0% | -21.3% |
| 3Y | +136.4% | +67.3% | +69.1% | +88.0% |
| All | +598.5% | +71.7% | +526.8% | +446.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 10y: compounded portfolio wealth divided by compounded FERG 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…
10y analysis · Full analysis span regression · 6 months rolling