+1,419.0%
CAT vs FERG
+1,548.3%
-129.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +11.2% | -4.0% | +4.9% |
| 7D | -2.4% | +7.3% | -9.7% | -3.8% |
| 30D | -25.0% | +18.1% | -43.1% | -27.6% |
| 3M | -28.7% | +1.6% | -30.4% | -29.1% |
| 6M | -33.0% | +8.5% | -41.5% | -34.2% |
| YTD | +5.4% | +18.6% | -13.1% | +2.1% |
| 1Y | +7.3% | +5.7% | +1.5% | +5.9% |
| 3Y | +166.0% | +74.0% | +92.0% | +141.9% |
| 5Y | +210.1% | +83.9% | +126.2% | +176.5% |
| 10Y | +712.5% | +494.6% | +217.9% | +565.6% |
| All | +1,419.0% | +1,548.3% | -129.3% | +1,125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling