+65.0%
FERG vs CSGP
-63.4%
+128.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | +0.3% |
| 7D | -2.1% | +1.3% | -3.3% | -2.4% |
| 30D | +8.7% | +10.7% | -2.0% | +5.1% |
| 3M | -7.4% | +3.3% | -10.7% | -9.3% |
| 6M | -6.6% | -10.3% | +3.7% | -5.7% |
| YTD | +6.6% | -54.6% | +61.2% | +29.9% |
| 1Y | -3.6% | -54.6% | +51.1% | +17.3% |
| 3Y | +56.4% | -60.3% | +116.7% | +93.8% |
| All | +65.0% | -63.4% | +128.4% | +107.1% |
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