+509.2%
CSCO vs FERG
+1,526.4%
-1,017.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.9% | -6.3% |
| 7D | +1.9% | +9.7% | -7.8% | +0.9% |
| 30D | -15.8% | +15.0% | -30.9% | -17.1% |
| 3M | -15.4% | +3.8% | -19.1% | -15.8% |
| 6M | -5.4% | +10.6% | -16.0% | -6.6% |
| YTD | +26.5% | +17.0% | +9.5% | +24.0% |
| 1Y | +25.9% | +7.1% | +18.8% | +24.5% |
| 3Y | +97.5% | +67.7% | +29.8% | +85.3% |
| 5Y | +93.0% | +76.4% | +16.6% | +78.0% |
| 10Y | +308.6% | +424.2% | -115.6% | +251.3% |
| All | +509.2% | +1,526.4% | -1,017.1% | +385.8% |
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