+496.9%
COP vs FERG
+1,348.4%
-851.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.3% | -3.4% | -1.3% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +17.5% | -10.2% | +27.7% | +18.6% |
| 3M | +13.4% | -0.6% | +13.9% | +13.1% |
| 6M | +17.7% | -6.5% | +24.3% | +18.0% |
| YTD | +46.6% | +4.2% | +42.4% | +45.2% |
| 1Y | +44.6% | -2.3% | +46.9% | +43.9% |
| 3Y | +20.7% | +48.5% | -27.8% | +14.5% |
| 5Y | +185.0% | +72.0% | +113.0% | +164.5% |
| 10Y | +347.0% | +369.9% | -22.9% | +288.3% |
| All | +496.9% | +1,348.4% | -851.6% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling