+514.2%
FERG vs CFG
+358.2%
+156.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +7.2% | +0.7% | +6.5% | +7.2% |
| 30D | +17.9% | +2.8% | +15.1% | +17.5% |
| 3M | -1.3% | -10.1% | +8.8% | +0.4% |
| 6M | +8.3% | +3.2% | +5.1% | +7.8% |
| YTD | +18.3% | +14.2% | +4.1% | +15.9% |
| 1Y | +4.7% | +27.4% | -22.7% | +0.9% |
| 3Y | +70.3% | +187.6% | -117.3% | +47.6% |
| 5Y | +84.6% | +65.7% | +18.9% | +67.2% |
| 10Y | +430.3% | +219.7% | +210.6% | +365.2% |
| All | +514.2% | +358.2% | +156.0% | +402.8% |
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