+20.8%
COP vs FERG
+54.4%
-33.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.8% | +3.4% | -4.2% | -1.3% |
| 30D | +15.6% | -11.5% | +27.1% | +17.4% |
| 3M | +14.3% | +1.3% | +13.1% | +13.5% |
| 6M | +17.0% | -1.0% | +17.9% | +15.8% |
| YTD | +47.4% | +3.2% | +44.2% | +44.4% |
| 1Y | +52.4% | -3.0% | +55.4% | +50.7% |
| 3Y | +20.8% | +55.0% | -34.2% | +2.8% |
| All | +20.8% | +54.4% | -33.6% | +2.8% |
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