+1,348.4%
FERG vs CAG
+57.4%
+1,291.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | 0.0% | -3.8% | +3.8% | +0.1% |
| 30D | -10.2% | +3.1% | -13.3% | -10.3% |
| 3M | -0.6% | +23.5% | -24.1% | -1.7% |
| 6M | -6.5% | -14.8% | +8.3% | -5.9% |
| YTD | +4.2% | -5.4% | +9.6% | +4.3% |
| 1Y | -2.3% | -11.8% | +9.5% | -1.9% |
| 3Y | +48.5% | -36.7% | +85.1% | +50.8% |
| 5Y | +72.0% | -40.3% | +112.3% | +75.1% |
| 10Y | +369.9% | -37.0% | +406.9% | +380.6% |
| All | +1,348.4% | +57.4% | +1,291.0% | +1,338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling