+83.9%
FERG vs CFG
+68.3%
+15.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.9% |
| 3M | +1.6% | -9.7% | +11.3% | +5.6% |
| 6M | +8.5% | +3.6% | +4.9% | +6.8% |
| YTD | +18.6% | +14.7% | +3.9% | +12.1% |
| 1Y | +5.7% | +29.6% | -23.9% | -4.4% |
| 3Y | +74.0% | +190.6% | -116.6% | +14.3% |
| 5Y | +83.9% | +67.1% | +16.8% | +48.5% |
| All | +83.9% | +68.3% | +15.5% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling