+50.9%
FERG vs CG
+48.1%
+2.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | 0.0% |
| 7D | +0.9% | -6.4% | +7.3% | +3.2% |
| 30D | -15.1% | -7.1% | -8.0% | -13.0% |
| 3M | -4.8% | -1.6% | -3.3% | -4.6% |
| 6M | -2.5% | -8.3% | +5.9% | -0.2% |
| YTD | +1.8% | -23.8% | +25.6% | +10.5% |
| 1Y | -0.3% | -28.7% | +28.4% | +10.3% |
| All | +50.9% | +48.1% | +2.8% | +25.5% |
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