+1,959.6%
CAT vs FERG
+1,348.4%
+611.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.3% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -6.6% | -10.2% | +3.6% | -4.6% |
| 3M | -13.3% | -0.6% | -12.7% | -13.2% |
| 6M | +11.6% | -6.5% | +18.1% | +13.2% |
| YTD | +42.9% | +4.2% | +38.8% | +42.3% |
| 1Y | +95.4% | -2.3% | +97.7% | +96.5% |
| 3Y | +196.6% | +48.5% | +148.1% | +178.3% |
| 5Y | +321.7% | +72.0% | +249.6% | +284.9% |
| 10Y | +1,140.8% | +369.9% | +770.9% | +947.8% |
| All | +1,959.6% | +1,348.4% | +611.2% | +1,608.3% |
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