+73.0%
FERG vs CG
+51.4%
+21.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.3% | +2.5% |
| 7D | +6.4% | -3.8% | +10.2% | +8.0% |
| 30D | +19.9% | +7.5% | +12.4% | +16.9% |
| 3M | +5.6% | -14.4% | +19.9% | +11.2% |
| 6M | +9.2% | -15.7% | +24.9% | +15.4% |
| YTD | +20.6% | -29.0% | +49.6% | +34.1% |
| 1Y | +5.7% | -22.1% | +27.8% | +13.5% |
| All | +73.0% | +51.4% | +21.6% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling