+336.7%
COP vs FERG
+424.2%
-87.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +4.4% | +9.7% | -5.3% | +3.2% |
| 30D | 0.0% | +15.0% | -15.1% | -1.8% |
| 3M | +15.0% | +3.8% | +11.3% | +14.3% |
| 6M | +22.0% | +10.6% | +11.4% | +20.0% |
| YTD | +55.3% | +17.0% | +38.4% | +51.1% |
| 1Y | +64.1% | +7.1% | +57.0% | +61.5% |
| 3Y | +34.1% | +67.7% | -33.7% | +23.0% |
| 5Y | +133.4% | +76.4% | +57.0% | +108.7% |
| All | +336.7% | +424.2% | -87.5% | +255.1% |
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