+71.5%
FERG vs CSGP
-64.7%
+136.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.8% | +2.9% |
| 7D | 0.0% | -4.1% | +4.0% | +1.0% |
| 30D | -10.2% | +2.3% | -12.5% | -11.0% |
| 3M | -0.6% | -8.2% | +7.6% | +0.9% |
| 6M | -6.5% | -35.1% | +28.5% | +4.0% |
| YTD | +4.2% | -54.0% | +58.2% | +27.1% |
| 1Y | -2.3% | -65.3% | +63.0% | +30.4% |
| 3Y | +48.5% | -62.6% | +111.1% | +88.4% |
| All | +71.5% | -64.7% | +136.2% | +98.9% |
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