-5.1%
COF vs FERG
+3.8%
-8.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.7% | -3.9% | -2.3% |
| 7D | +0.7% | +7.7% | -7.0% | -2.4% |
| 30D | +5.7% | +11.5% | -5.8% | +0.9% |
| 3M | -6.7% | -2.4% | -4.3% | -5.9% |
| 6M | +9.5% | -4.0% | +13.5% | +10.9% |
| YTD | -13.9% | +13.4% | -27.2% | -18.0% |
| 1Y | -5.1% | +3.1% | -8.1% | -6.9% |
| All | -5.1% | +3.8% | -8.9% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling