-7.0%
CEG vs FERG
-7.3%
+0.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +3.9% |
| 7D | +8.0% | 0.0% | +8.1% | +8.0% |
| 30D | +12.9% | -10.2% | +23.1% | +17.7% |
| 3M | +13.2% | -0.6% | +13.7% | +12.0% |
| 6M | -7.0% | -6.5% | -0.5% | -6.6% |
| All | -7.0% | -7.3% | +0.3% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling