+351.3%
FERG vs CAG
-36.2%
+387.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -2.6% | -5.7% | +3.1% | -2.3% |
| 30D | -8.9% | -2.4% | -6.5% | -8.8% |
| 3M | -2.0% | +9.8% | -11.8% | -2.5% |
| 6M | -3.2% | -10.8% | +7.6% | -2.8% |
| YTD | +1.5% | -10.8% | +12.3% | +1.9% |
| 1Y | +0.5% | -19.0% | +19.4% | +1.1% |
| 3Y | +50.4% | -39.7% | +90.1% | +52.4% |
| 5Y | +68.7% | -43.0% | +111.7% | +71.4% |
| All | +351.3% | -36.2% | +387.5% | +367.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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