+49.3%
FERG vs CAG
-39.3%
+88.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.7% |
| 7D | -1.0% | -5.9% | +4.9% | -0.3% |
| 30D | -11.8% | -1.5% | -10.3% | -11.7% |
| 3M | -1.2% | +11.5% | -12.7% | -2.9% |
| 6M | -2.3% | -15.7% | +13.4% | 0.0% |
| YTD | +0.8% | -10.2% | +11.0% | +2.1% |
| 1Y | +0.5% | -18.1% | +18.5% | +2.9% |
| All | +49.3% | -39.3% | +88.6% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling