+3.1%
FERG vs CG
-14.1%
+17.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.5% | -1.8% | +1.2% |
| 7D | +7.7% | +9.4% | -1.7% | +4.6% |
| 30D | +11.5% | +8.7% | +2.8% | +8.4% |
| 3M | -2.4% | -15.0% | +12.6% | +2.9% |
| 6M | -4.0% | -13.2% | +9.2% | +0.1% |
| YTD | +13.4% | -26.2% | +39.5% | +22.3% |
| 1Y | +3.1% | -14.1% | +17.2% | +1.6% |
| All | +3.1% | -14.1% | +17.1% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling