+4.9%
FERG vs CSGP
-53.7%
+58.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.3% | +9.0% | +11.1% |
| 7D | +7.3% | -1.8% | +9.2% | +7.4% |
| 30D | +18.1% | +5.3% | +12.8% | +17.9% |
| 3M | +1.6% | +3.3% | -1.7% | +1.4% |
| 6M | +8.5% | -4.7% | +13.2% | +8.3% |
| YTD | +18.6% | -53.5% | +72.1% | +18.8% |
| All | +4.9% | -53.7% | +58.6% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling