+0.5%
FERG vs CFG
+37.9%
-37.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -1.0% | -1.7% | +0.7% | -0.2% |
| 30D | -11.8% | -4.6% | -7.2% | -9.9% |
| 3M | -1.2% | +7.9% | -9.1% | -5.4% |
| 6M | -2.3% | +19.9% | -22.2% | -11.2% |
| YTD | +0.8% | +21.7% | -20.9% | -9.4% |
| 1Y | +0.5% | +38.4% | -38.0% | -15.1% |
| All | +0.5% | +37.9% | -37.4% | -15.1% |
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