+25.9%
CSCO vs FERG
+3.5%
+22.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.9% | -6.4% |
| 7D | +1.9% | +9.7% | -7.8% | +0.1% |
| 30D | -15.8% | +15.0% | -30.9% | -17.6% |
| 3M | -15.4% | +3.8% | -19.1% | -16.0% |
| 6M | -5.4% | +10.6% | -16.0% | -6.8% |
| YTD | +26.5% | +17.0% | +9.5% | +24.6% |
| 1Y | +25.9% | +7.1% | +18.8% | +25.0% |
| All | +25.9% | +3.5% | +22.4% | +25.0% |
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