-2.3%
FERG vs CFG
+40.4%
-42.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | 0.0% | +1.5% | -1.6% | -0.8% |
| 30D | -10.2% | -3.8% | -6.3% | -8.6% |
| 3M | -0.6% | +11.5% | -12.1% | -6.3% |
| 6M | -6.5% | +19.2% | -25.7% | -14.9% |
| YTD | +4.2% | +23.7% | -19.5% | -7.1% |
| 1Y | -2.3% | +38.8% | -41.1% | -18.2% |
| All | -2.3% | +40.4% | -42.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling