+72.6%
FERG vs CFG
+100.9%
-28.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.5% |
| 7D | +3.4% | +2.7% | +0.7% | +2.3% |
| 30D | -11.5% | -3.7% | -7.8% | -10.3% |
| 3M | +1.3% | +9.5% | -8.2% | -2.3% |
| 6M | -1.0% | +22.2% | -23.2% | -8.3% |
| YTD | +3.2% | +22.3% | -19.1% | -4.6% |
| 1Y | -3.0% | +39.4% | -42.4% | -14.7% |
| 3Y | +55.0% | +188.5% | -133.5% | +2.6% |
| 5Y | +72.6% | +101.5% | -28.9% | +30.7% |
| All | +72.6% | +100.9% | -28.3% | +30.7% |
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