+193.3%
COP vs FERG
+70.2%
+123.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | -0.5% | +0.9% | -1.4% | -0.7% |
| 30D | +11.7% | -15.1% | +26.8% | +15.1% |
| 3M | +17.7% | -4.8% | +22.5% | +18.2% |
| 6M | +18.3% | -2.5% | +20.8% | +17.4% |
| YTD | +49.1% | +1.8% | +47.3% | +46.2% |
| 1Y | +53.3% | -0.3% | +53.6% | +50.4% |
| 3Y | +22.2% | +52.9% | -30.8% | +4.1% |
| 5Y | +193.3% | +69.3% | +124.0% | +125.1% |
| All | +193.3% | +70.2% | +123.2% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling