+11.9%
COST vs FERG
+3.8%
+8.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | +2.5% |
| 7D | +6.6% | +7.7% | -1.1% | +6.3% |
| 30D | +13.5% | +11.5% | +2.0% | +13.0% |
| 3M | +10.6% | -2.4% | +12.9% | +10.5% |
| 6M | +3.6% | -4.0% | +7.6% | +4.2% |
| YTD | +22.1% | +13.4% | +8.7% | +20.6% |
| 1Y | +11.9% | +3.1% | +8.8% | +10.9% |
| All | +11.9% | +3.8% | +8.1% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling