+592.9%
CSCO vs FERG
+1,348.4%
-755.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | +0.3% |
| 7D | -0.7% | 0.0% | -0.6% | -0.7% |
| 30D | -10.1% | -10.2% | +0.1% | -9.1% |
| 3M | -15.7% | -0.6% | -15.1% | -15.7% |
| 6M | +36.3% | -6.5% | +42.8% | +36.9% |
| YTD | +43.8% | +4.2% | +39.7% | +42.8% |
| 1Y | +63.9% | -2.3% | +66.2% | +63.6% |
| 3Y | +104.4% | +48.5% | +55.9% | +94.2% |
| 5Y | +111.4% | +72.0% | +39.3% | +96.6% |
| 10Y | +361.7% | +369.9% | -8.2% | +301.9% |
| All | +592.9% | +1,348.4% | -755.5% | +459.8% |
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