+333.5%
CAT vs FERG
+72.9%
+260.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.5% |
| 7D | +5.6% | +3.4% | +2.2% | +3.8% |
| 30D | -2.3% | -11.5% | +9.2% | +3.7% |
| 3M | -10.0% | +1.3% | -11.3% | -10.8% |
| 6M | +21.2% | -1.0% | +22.2% | +21.8% |
| YTD | +44.4% | +3.2% | +41.2% | +42.5% |
| 1Y | +96.3% | -3.0% | +99.3% | +98.2% |
| 3Y | +203.9% | +55.0% | +148.9% | +137.3% |
| 5Y | +333.5% | +72.6% | +260.9% | +194.8% |
| All | +333.5% | +72.9% | +260.6% | +194.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling