+74.0%
FERG vs CFG
+182.2%
-108.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.9% | +8.3% | +10.1% |
| 7D | +7.3% | +0.3% | +7.1% | +7.4% |
| 30D | +18.1% | +3.2% | +14.9% | +16.8% |
| 3M | +1.6% | -9.7% | +11.3% | +5.6% |
| 6M | +8.5% | +3.6% | +4.9% | +6.7% |
| YTD | +18.6% | +14.7% | +3.9% | +12.1% |
| 1Y | +5.7% | +29.6% | -23.9% | -4.3% |
| 3Y | +74.0% | +190.6% | -116.6% | +30.6% |
| All | +74.0% | +182.2% | -108.2% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling