+607.3%
CEG vs FERG
+48.8%
+558.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | +0.3% | -1.0% | +1.3% | +0.7% |
| 30D | +2.9% | -11.8% | +14.7% | +7.5% |
| 3M | +18.2% | -1.2% | +19.4% | +18.3% |
| 6M | -9.5% | -2.3% | -7.2% | -9.2% |
| YTD | -18.7% | +0.8% | -19.5% | -19.3% |
| 1Y | -10.1% | +0.5% | -10.6% | -11.0% |
| 3Y | +168.3% | +51.4% | +117.0% | +121.1% |
| All | +607.3% | +48.8% | +558.5% | +483.2% |
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