+424.2%
FERG vs CFG
+216.2%
+208.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +9.7% | +3.2% | +6.5% | +9.2% |
| 30D | +15.0% | +5.1% | +9.9% | +14.2% |
| 3M | +3.8% | -11.2% | +15.0% | +5.8% |
| 6M | +10.6% | +9.6% | +1.1% | +9.0% |
| YTD | +17.0% | +15.0% | +2.0% | +14.4% |
| 1Y | +7.1% | +29.9% | -22.8% | +2.8% |
| 3Y | +67.7% | +192.1% | -124.3% | +44.4% |
| 5Y | +76.4% | +62.3% | +14.1% | +58.9% |
| All | +424.2% | +216.2% | +208.0% | +376.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling