+1,500.5%
CIEN vs FERG
+351.3%
+1,149.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.7% | +3.8% | +4.3% |
| 7D | +8.9% | -2.6% | +11.5% | +9.7% |
| 30D | -19.1% | -8.9% | -10.2% | -16.9% |
| 3M | -21.5% | -2.0% | -19.4% | -21.2% |
| 6M | +2.8% | -3.2% | +6.0% | +3.7% |
| YTD | +49.5% | +1.5% | +48.0% | +48.4% |
| 1Y | +163.8% | +0.5% | +163.3% | +162.6% |
| 3Y | +615.8% | +50.4% | +565.4% | +546.4% |
| 5Y | +548.4% | +68.7% | +479.7% | +464.3% |
| All | +1,500.5% | +351.3% | +1,149.1% | +1,133.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling