+0.5%
FERG vs CG
-30.6%
+31.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -0.2% |
| 7D | -1.0% | -9.8% | +8.8% | +2.4% |
| 30D | -11.8% | -10.3% | -1.5% | -8.7% |
| 3M | -1.2% | -1.7% | +0.4% | -0.9% |
| 6M | -2.3% | -9.8% | +7.5% | +0.2% |
| YTD | +0.8% | -25.6% | +26.4% | +9.4% |
| 1Y | +0.5% | -32.5% | +33.0% | +13.4% |
| All | +0.5% | -30.6% | +31.1% | +13.4% |
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