+69.3%
FERG vs CG
+5.5%
+63.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | +0.1% |
| 7D | +0.9% | -6.4% | +7.3% | +3.3% |
| 30D | -15.1% | -7.1% | -8.0% | -12.9% |
| 3M | -4.8% | -1.6% | -3.3% | -4.6% |
| 6M | -2.5% | -8.3% | +5.9% | -0.1% |
| YTD | +1.8% | -23.8% | +25.6% | +11.0% |
| 1Y | -0.3% | -28.7% | +28.4% | +10.9% |
| 3Y | +52.9% | +49.2% | +3.8% | +23.2% |
| 5Y | +69.3% | +5.5% | +63.8% | +43.3% |
| All | +69.3% | +5.5% | +63.8% | +43.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling