+180.6%
CEG vs FERG
+54.4%
+126.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.3% |
| 7D | +6.7% | +3.4% | +3.3% | +5.5% |
| 30D | +11.0% | -11.5% | +22.5% | +15.4% |
| 3M | +19.5% | +1.3% | +18.2% | +18.5% |
| 6M | -5.9% | -1.0% | -4.9% | -5.9% |
| YTD | -15.0% | +3.2% | -18.2% | -16.2% |
| 1Y | +0.6% | -3.0% | +3.6% | +1.0% |
| 3Y | +180.6% | +55.0% | +125.6% | +136.3% |
| All | +180.6% | +54.4% | +126.2% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling