+57.7%
FERG vs CSGP
-58.5%
+116.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.6% | -3.6% | -4.9% |
| 7D | -2.0% | +13.9% | -15.9% | -4.1% |
| 30D | +5.5% | +16.0% | -10.5% | +2.3% |
| 3M | -7.3% | +6.1% | -13.4% | -9.0% |
| 6M | -6.1% | -8.2% | +2.1% | -5.4% |
| YTD | +7.5% | -52.3% | +59.8% | +26.1% |
| 1Y | -3.9% | -54.5% | +50.6% | +14.3% |
| All | +57.7% | -58.5% | +116.2% | +87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling