+363.2%
FERG vs CSGP
+44.3%
+319.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.8% | +2.8% |
| 7D | 0.0% | -4.1% | +4.0% | +0.7% |
| 30D | -10.2% | +2.3% | -12.5% | -10.7% |
| 3M | -0.6% | -8.2% | +7.6% | +0.5% |
| 6M | -6.5% | -35.1% | +28.5% | +0.7% |
| YTD | +4.2% | -54.0% | +58.2% | +19.5% |
| 1Y | -2.3% | -65.3% | +63.0% | +18.8% |
| 3Y | +48.5% | -62.6% | +111.1% | +75.3% |
| 5Y | +72.0% | -64.8% | +136.8% | +99.1% |
| All | +363.2% | +44.3% | +319.0% | +408.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 10y: compounded portfolio wealth divided by compounded CSGP 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…
10y analysis · Full analysis span regression · 6 months rolling