+695.2%
FERG vs CG
+351.2%
+344.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +4.0% | +2.6% |
| 7D | 0.0% | -4.3% | +4.3% | +0.8% |
| 30D | -10.2% | -5.1% | -5.1% | -9.4% |
| 3M | -0.6% | +8.7% | -9.3% | -2.2% |
| 6M | -6.5% | -9.2% | +2.7% | -5.1% |
| YTD | +4.2% | -18.9% | +23.0% | +7.7% |
| 1Y | -2.3% | -25.6% | +23.4% | +2.4% |
| 3Y | +48.5% | +57.3% | -8.8% | +36.2% |
| 5Y | +72.0% | +10.2% | +61.9% | +60.3% |
| 10Y | +369.9% | +364.2% | +5.7% | +302.9% |
| All | +695.2% | +351.2% | +344.0% | +570.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling