+6.9%
CDE vs FERG
+1,301.2%
-1,294.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -3.0% |
| 7D | -6.1% | -1.0% | -5.0% | -5.9% |
| 30D | +9.5% | -11.8% | +21.3% | +11.9% |
| 3M | +32.0% | -1.2% | +33.2% | +32.3% |
| 6M | -12.8% | -2.3% | -10.5% | -12.3% |
| YTD | +14.2% | +0.8% | +13.4% | +14.7% |
| 1Y | +36.3% | +0.5% | +35.8% | +36.6% |
| 3Y | +821.4% | +51.4% | +770.0% | +778.5% |
| 5Y | +194.3% | +67.5% | +126.8% | +174.3% |
| 10Y | +53.2% | +348.1% | -294.9% | +46.1% |
| All | +6.9% | +1,301.2% | -1,294.3% | +3.7% |
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