+440.8%
FERG vs CFG
+396.4%
+44.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | 0.0% | +1.5% | -1.6% | -0.3% |
| 30D | -10.2% | -3.8% | -6.3% | -9.6% |
| 3M | -0.6% | +11.5% | -12.1% | -2.3% |
| 6M | -6.5% | +19.2% | -25.7% | -9.1% |
| YTD | +4.2% | +23.7% | -19.5% | +0.7% |
| 1Y | -2.3% | +38.8% | -41.1% | -7.1% |
| 3Y | +48.5% | +178.9% | -130.4% | +28.5% |
| 5Y | +72.0% | +101.8% | -29.8% | +53.1% |
| 10Y | +369.9% | +317.3% | +52.6% | +301.1% |
| All | +440.8% | +396.4% | +44.4% | +337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling