+34.1%
COP vs FERG
+69.1%
-35.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +4.4% | +9.7% | -5.3% | +3.3% |
| 30D | 0.0% | +15.0% | -15.1% | -1.7% |
| 3M | +15.0% | +3.8% | +11.3% | +14.5% |
| 6M | +22.0% | +10.6% | +11.4% | +19.9% |
| YTD | +55.3% | +17.0% | +38.4% | +49.7% |
| 1Y | +64.1% | +7.1% | +57.0% | +61.2% |
| 3Y | +34.1% | +67.7% | -33.7% | +16.2% |
| All | +34.1% | +69.1% | -35.0% | +16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling