+86.2%
FERG vs CSGP
-63.2%
+149.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.1% | +2.0% |
| 7D | +6.4% | -7.1% | +13.5% | +8.3% |
| 30D | +19.9% | +3.6% | +16.3% | +18.1% |
| 3M | +5.6% | -2.7% | +8.3% | +5.1% |
| 6M | +9.2% | -8.0% | +17.3% | +9.6% |
| YTD | +20.6% | -55.0% | +75.6% | +47.4% |
| 1Y | +5.7% | -55.8% | +61.4% | +29.6% |
| 3Y | +73.6% | -62.0% | +135.6% | +118.2% |
| 5Y | +86.2% | -62.9% | +149.1% | +132.9% |
| All | +86.2% | -63.2% | +149.4% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling