+352.7%
FERG vs CFG
+308.1%
+44.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.2% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -15.1% | -4.5% | -10.5% | -14.4% |
| 3M | -4.8% | +6.3% | -11.2% | -5.9% |
| 6M | -2.5% | +20.6% | -23.1% | -5.4% |
| YTD | +1.8% | +21.2% | -19.4% | -1.4% |
| 1Y | -0.3% | +38.2% | -38.5% | -5.4% |
| 3Y | +52.9% | +185.9% | -133.0% | +31.1% |
| 5Y | +69.3% | +97.0% | -27.7% | +50.3% |
| 10Y | +352.7% | +306.8% | +45.9% | +264.0% |
| All | +352.7% | +308.1% | +44.6% | +264.0% |
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