+1,975.9%
CMG vs FERG
+1,335.0%
+640.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -1.5% | +3.4% | -4.8% | -1.9% |
| 30D | +12.7% | -11.5% | +24.2% | +14.3% |
| 3M | +26.3% | +1.3% | +25.0% | +25.8% |
| 6M | +4.5% | -1.0% | +5.5% | +4.3% |
| YTD | -0.1% | +3.2% | -3.3% | -0.7% |
| 1Y | -6.8% | -3.0% | -3.8% | -6.8% |
| 3Y | -5.0% | +55.0% | -60.0% | -9.7% |
| 5Y | -3.0% | +72.6% | -75.7% | -9.4% |
| 10Y | +323.6% | +358.9% | -35.4% | +286.4% |
| All | +1,975.9% | +1,335.0% | +640.9% | +1,721.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling