-7.1%
CMG vs FERG
+51.9%
-59.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -2.1% | -2.6% | +0.5% | -1.4% |
| 30D | +10.9% | -8.9% | +19.8% | +13.6% |
| 3M | +15.8% | -2.0% | +17.9% | +15.7% |
| 6M | +6.9% | -3.2% | +10.1% | +6.9% |
| YTD | -2.2% | +1.5% | -3.7% | -3.6% |
| 1Y | -7.1% | +0.5% | -7.6% | -8.3% |
| 3Y | -7.1% | +50.4% | -57.5% | -16.1% |
| All | -7.1% | +51.9% | -59.0% | -16.1% |
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