+1,382.0%
FERG vs CSGP
+622.4%
+759.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.2% |
| 7D | -2.1% | +1.3% | -3.3% | -2.3% |
| 30D | +8.7% | +10.7% | -2.0% | +6.7% |
| 3M | -7.4% | +3.3% | -10.7% | -8.4% |
| 6M | -6.6% | -10.3% | +3.7% | -6.1% |
| YTD | +6.6% | -54.6% | +61.2% | +17.7% |
| 1Y | -3.6% | -54.6% | +51.1% | +6.4% |
| 3Y | +56.4% | -60.3% | +116.7% | +75.1% |
| 5Y | +67.5% | -63.3% | +130.8% | +86.3% |
| 10Y | +434.6% | +66.5% | +368.1% | +437.0% |
| All | +1,382.0% | +622.4% | +759.6% | +1,294.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling