+515.4%
FERG vs CFG
+360.2%
+155.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.9% | +8.3% | +10.7% |
| 7D | +7.3% | +0.3% | +7.1% | +7.4% |
| 30D | +18.1% | +3.2% | +14.9% | +17.6% |
| 3M | +1.6% | -9.7% | +11.3% | +3.3% |
| 6M | +8.5% | +3.6% | +4.9% | +7.9% |
| YTD | +18.6% | +14.7% | +3.9% | +16.1% |
| 1Y | +5.7% | +29.6% | -23.9% | +1.7% |
| 3Y | +74.0% | +190.6% | -116.6% | +50.6% |
| 5Y | +83.9% | +67.1% | +16.8% | +66.4% |
| 10Y | +494.6% | +237.0% | +257.6% | +418.9% |
| All | +515.4% | +360.2% | +155.2% | +403.4% |
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