+107.7%
COST vs FERG
+67.5%
+40.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | -1.2% | -2.6% | +1.4% | -0.7% |
| 30D | -4.7% | -8.9% | +4.2% | -2.9% |
| 3M | -7.1% | -2.0% | -5.1% | -7.0% |
| 6M | -8.5% | -3.2% | -5.3% | -8.6% |
| YTD | +5.4% | +1.5% | +3.9% | +3.9% |
| 1Y | -5.6% | +0.5% | -6.1% | -7.3% |
| 3Y | +68.5% | +50.4% | +18.1% | +40.3% |
| All | +107.7% | +67.5% | +40.2% | +61.6% |
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 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