+98.5%
CAT vs FERG
+1.8%
+96.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.6% |
| 7D | +5.6% | +3.4% | +2.2% | +3.4% |
| 30D | -2.3% | -11.5% | +9.2% | +4.9% |
| 3M | -10.0% | +1.3% | -11.3% | -11.1% |
| 6M | +21.2% | -1.0% | +22.2% | +22.0% |
| YTD | +44.4% | +3.2% | +41.2% | +44.8% |
| All | +98.5% | +1.8% | +96.7% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling